Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan

Journal of the Japanese and International Economies

Volumn 19, Issue 3, 2005, Pages 338-365

  Kim, Suk Joong ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Asia Pacific stock markets; Information spillover; Trade volume

Indexed keywords

EID: 23844464229     PISSN: 08891583     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jjie.2004.03.002     Document Type: Article

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