Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities

Applied Financial Economics

Volumn 17, Issue 10, 2007, Pages 837-853

  Yang, Sheng Yung ^a  

^a NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EMPIRICAL ANALYSIS; FINANCIAL MARKET; GLOBALIZATION; SPILLOVER EFFECT; TESTING METHOD;

ASIA; EURASIA; FAR EAST; HONSHU; JAPAN; KANTO; TOKYO [KANTO];

EID: 34447295113     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100600722136     Document Type: Article

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