Information transmission between the NASDAQ and Asian second board markets

Journal of Banking and Finance

Volumn 28, Issue 7, 2004, Pages 1637-1670

  Lee, Bong Soo ^a   Rui, Oliver Meng ^b   Wang, Steven Shuye ^c  

^a UNIVERSITY OF HOUSTON   (United States)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^c HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

EGARCH; NASDAQ; Second board markets; Spillover; Volatility

Indexed keywords

EID: 2442716532     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2003.05.001     Document Type: Article

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