Transmission of information across international equity markets
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- Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
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More about this item
Keywords
Stock exchanges ; International finance;JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2003-05-08 (All new papers)
- NEP-FIN-2003-05-08 (Finance)
- NEP-FMK-2003-05-08 (Financial Markets)
- NEP-HIS-2003-05-08 (Business, Economic & Financial History)
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