Chong, Terence Tai-Leung; Wong, Ying-Chiu; Yan, Isabel … - In: Japan and the World Economy 20 (2008) 4, pp. 601-621
Using daily open-to-close and close-to-open stock prices, this paper examines whether there are any lead-lag relationships between the Tokyo Stock Exchange and the other G7 stock markets. In particular, this paper analyzes whether the movements of other markets in the preceding trading session...