Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data
Year of publication: |
2015
|
---|---|
Authors: | Kao, Erin H. ; Ho, Tsung-wu ; Fung, Hung-Gay |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 34.2015, C, p. 321-336
|
Publisher: |
Elsevier |
Subject: | Global leadership hypothesis | Granger causality | Home-bias hypothesis | Information share | Price discovery | Trading-place-bias hypothesis |
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