Appropriate lag specification for daily responses of international stock markets

Applied Financial Economics

Volumn 14, Issue 14, 2004, Pages 1017-1025

  Tsutsui, Yoshiro ^a   Hirayama, Kenjiro ^b  

^a OSAKA UNIVERSITY   (Japan)

^b KWANSEI GAKUIN UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

DIURNAL VARIATION; MARKET CONDITIONS; PRICE DYNAMICS; STOCK MARKET;

EID: 7244232719     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310032000056735     Document Type: Article

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