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Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data

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Author Info
Yoshiro Tsutsui () (Institute of Social and Economic Research, Osaka University)
Kenjiro Hirayama () (School of Economics, Kwansei Gakuin University)
Abstract

This paper uses one-minute returns on the TOPIX and S&P500 to examine the efficiency of the Tokyo and New York Stock Exchanges. Our major finding is that Tokyo completes reactions to New York within six minutes, but New York reacts within fourteen minutes. Dividing the sample period into three subperiods, we found that the efficiency has improved and the magnitude of reaction has become larger over the period in both markets. The magnitude of response in New York to a fall in Tokyo is roughly double that of a rise.

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File URL: http://www2.econ.osaka-u.ac.jp/library/global/dp/0304R.pdf
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Paper provided by Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP) in its series Discussion Papers in Economics and Business with number 03-04-Rev.

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Length: 64 pages
Date of creation: Jan 2003
Date of revision: Oct 2004
Handle: RePEc:osk:wpaper:0304r

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Web page: http://www.econ.osaka-u.ac.jp/
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Related research
Keywords: international linkage stock prices market efficiency high frequency data

Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration

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This page was last updated on 2008-11-12.


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