Do the prices of stock index futures in Asia overreact to U.S. market returns?
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- Thomas Dimpfl & Robert C. Jung, 2012. "Financial market spillovers around the globe," Applied Financial Economics, Taylor & Francis Journals, vol. 22(1), pages 45-57, January.
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More about this item
KeywordsBehavioral finance Overreaction Asian futures markets International finance Investors' sentiment;
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