show evidence of significant bidirectional spillover of return and volatility between China and Japan. The results also …Background: This study examined the volatility spillover effects between the stock markets of Asian countries, i ….e., Pakistan, India, Sri Lanka, China, Japan, and Hong Kong. Methods: The daily data was considered from the period 4 January 1999 …

We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular … practically always improves upon the nai͏̈ve forecast provided by historical volatility. As a somewhat surprising result, we also …, volatility. …