메뉴 건너뛰기




Volumn 25, Issue 2, 2002, Pages 223-245

News releases, market integration, and market leadership

Author keywords

JEL classifications

Indexed keywords


EID: 2342666398     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/1475-6803.t01-1-00005     Document Type: Article
Times cited : (10)

References (13)
  • 4
    • 0019636384 scopus 로고
    • A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf bidding data
    • Conover, W., M. Johnson, and M. Johnson, 1981, A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf bidding data, Technometrics 23, 351–61.
    • (1981) Technometrics , vol.23 , pp. 351-361
    • Conover, W.1    Johnson, M.2    Johnson, M.3
  • 5
    • 85040416875 scopus 로고    scopus 로고
    • The exceptional 1990s
    • The Federal Reserve Bank of St. Louis March, 1
    • Coughlin, C. C. and D. L. Thornton, 2000, The exceptional 1990s, National Economic Trends, The Federal Reserve Bank of St. Louis March, 1.
    • (2000) National Economic Trends
    • Coughlin, C.C.1    Thornton, D.L.2
  • 6
    • 84993867978 scopus 로고
    • How markets process information: News releases and volatility
    • Ederington, L. H. and J. H. Lee, 1993, How markets process information: News releases and volatility, Journal of Finance 48, 1161–91.
    • (1993) Journal of Finance , vol.48 , pp. 1161-1191
    • Ederington, L.H.1    Lee, J.H.2
  • 7
    • 0001698432 scopus 로고
    • Correlations in price changes and volatility across international stock markets
    • Hamao, Y., R. W. Masulis, and V. Ng, 1990, Correlations in price changes and volatility across international stock markets, Review of Financial Studies 3, 281–308.DOI: 10.1093/rfs/3.2.281
    • (1990) Review of Financial Studies , vol.3 , pp. 281-308
    • Hamao, Y.1    Masulis, R.W.2    Ng, V.3
  • 9
    • 0000161684 scopus 로고
    • Volatility in the foreign exchange futures markets
    • Harvey, C. and R. Huang, 1991, Volatility in the foreign exchange futures markets, Review of Financial Studies 4, 543–70.
    • (1991) Review of Financial Studies , vol.4 , pp. 543-570
    • Harvey, C.1    Huang, R.2
  • 10
    • 0003139708 scopus 로고
    • Robust tests for the equality of variances
    • I. Oldkin, ed., Stanford University Press, Palo Alto, CA)
    • Levene, H., 1960, Robust tests for the equality of variances, in I. Oldkin, ed.: Contributions to Probability and Statistics (Stanford University Press, Palo Alto, CA).
    • (1960) Contributions to Probability and Statistics
    • Levene, H.1
  • 11
    • 84977734958 scopus 로고
    • An examination of stock market return volatility during overnight and intraday periods, 1964–1989
    • Lockwood, L. and S. Linn, 1990, An examination of stock market return volatility during overnight and intraday periods, 1964–1989, Journal of Finance 46, 591–601.
    • (1990) Journal of Finance , vol.46 , pp. 591-601
    • Lockwood, L.1    Linn, S.2
  • 13
    • 2442483328 scopus 로고    scopus 로고
    • The effect of the U.S. trade deficit announcements on the stock prices of U.S. and Japanese automakers
    • Sun, Q. and W. Tong, 2000, The effect of the U.S. trade deficit announcements on the stock prices of U.S. and Japanese automakers, Journal of Financial Research 23, 15–43.
    • (2000) Journal of Financial Research , vol.23 , pp. 15-43
    • Sun, Q.1    Tong, W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.