An Investigation of the Role of Cross-Border Spillover of Returns and Volatility in the Estonian Stock Market
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More about this item
Keywordsstock returns; cross-border spillover of returns; cross-border spillover of volatility;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-03-25 (All new papers)
- NEP-FIN-2006-03-25 (Finance)
- NEP-FMK-2006-03-25 (Financial Markets)
- NEP-IFN-2006-03-25 (International Finance)
- NEP-TRA-2006-03-25 (Transition Economics)
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