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Price volatility and volume spillovers between the Tokyo and New York stock markets /

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Main Author: Itō, Takatoshi, 1950-
Corporate Author: National Bureau of Economic Research
Other Authors: Lin, Wen-Ling
Format: Book
Language:English
Published: Cambridge, MA : National Bureau of Economic Research, [1993]
Series:Working paper series (National Bureau of Economic Research) ; working paper no. 4592.
Subjects:
Stock exchanges > United States > Econometric models.
Stock exchanges > Japan > Econometric models.
Rate of return > United States > Econometric models.
Rate of return > Japan > Econometric models.
Stock exchanges > Econometric models.
Stock exchanges.
Rate of return > Econometric models.
Rate of return.
United States.
Japan.
Item Description:"December 1993."
Physical Description:30 pages, 3 unnumbered pages : illustrations ; 22 cm.

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