Do stock price indices respond asymmetrically?: Evidence from China, Japan, and South Korea
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Asian Economics.
Volume (Year): 14 (2003)
Issue (Month): 4 (August)
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University of Chicago - George G. Stigler Center for Study of Economy and State
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- Mansor H. IBRAHIM, 2006. "International Linkage Of Asean Stock Prices: An Analysis Of Response Asymmetries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(3).
- Huyghebaert, Nancy & Wang, Lihong, 2010. "The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration?," China Economic Review, Elsevier, vol. 21(1), pages 98-112, March.
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"The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?,"
Elsevier, vol. 28(1), pages 526-539.
- Chen, Mei-ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2011. "The impact of American depositary receipts on the Japanese index: Do industry effect and size effect matter?," Economic Modelling, Elsevier, vol. 28(1-2), pages 526-539, January.
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