Do stock price indices respond asymmetrically? Evidence from China, Japan, and South Korea

Journal of Asian Economics

Volumn 14, Issue 4, 2003, Pages 541-563

  Bahng, Joshua Seungwook ^a   Shin, Seung Myo ^b  

^a Seoul National University   (South Korea)

^b Chungbuk National University   (South Korea)

Author keywords

Magnitude asymmetry; Northeast Asian markets; Pattern asymmetry

Indexed keywords

EID: 0141793926     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1049-0078(03)00094-0     Document Type: Article

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