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Information transmission between the NASDAQ and Asian second board markets

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Author Info
Lee, Bong-Soo
Rui, Oliver Meng
Wang, Steven Shuye

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File URL: http://www.sciencedirect.com/science/article/B6VCY-4BDY76J-4/2/81801cdb70bb5bbc4d6bba7aa891a364
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 28 (2004)
Issue (Month): 7 (July)
Pages: 1637-1670
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Handle: RePEc:eee:jbfina:v:28:y:2004:i:7:p:1637-1670

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  1. Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics 0509015, EconWPA. [Downloadable!]
  2. Anirut Pisedtasalasai & Abeyratna Gunasekarage, 2007. "Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia," Asia-Pacific Financial Markets, Springer, vol. 14(4), pages 277-297, December. [Downloadable!] (restricted)
  3. Shyh-Wei Chen, 2008. "Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market," Economics Bulletin, Economics Bulletin, vol. 7(15), pages 1-16. [Downloadable!]
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