International stock market linkages : are overnight returns on the U.S. Market informative?
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- Type
- dissertation
- Published
- 2012-01-01
- Cited by
- 2
- References
- 96
- OpenAlex
- https://openalex.org/W124302278
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:167084878
Keywords
Financial economics, Trading strategy, Futures contract, Price discovery, Stock (firearms)
References
- Dynamic causal linkages between the US stock market and the stock markets of the East Asian economies
- Cross-Market Causal Linkages of ASEAN-5
- Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets
- Increasing Integration Between the United States and Other International Stock Markets? : A Recursive Cointegration Analysis
- Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets
- The Linkages of Asian and the US Stock Markets
- Do Noise Traders Move Markets
- THE OVERNIGHT AND DAILY TRANSMISSION OF STOCK INDEX FUTURES PRICES BETWEEN MAJOR INTERNATIONAL MARKETS
- Intradaily periodicity and volatility spillovers between international stock index futures markets
- A Revisit of International Stock Market Linkages: New Evidence from Rank Tests for Nonlinear Cointegration
- Who Moves the Asia-Pacific Stock Markets-US or Japan
- Global market integration: An alternative measure and its application
- Cross‐market correlations and transmission of information
- Linkages in international stock markets: evidence from a classification procedure
- A Primer on Financial Contagion
- International stock market linkages: Evidence from Latin America
- International equity market integration: Theory, evidence and implications
- Links and interdependence of developed stock markets under global economic crisis conditions
- Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?
- International Diversification Works (Eventually)
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