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Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange

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  • Kofman, Paul
  • Martens, Martin

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  • Kofman, Paul & Martens, Martin, 1997. "Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 387-414, June.
    • Handle: RePEc:eee:jimfin:v:16:y:1997:i:3:p:387-414
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    1. Jokivuolle, Esa & Lanne, Markku, 2004. "Trading Nokia: the roles of the Helsinki vs the New York stock exchanges," Bank of Finland Research Discussion Papers 26/2004, Bank of Finland.
    2. Fong, Kingsley & Martens, Martin, 2002. "Overnight futures trading: now even Australia and US have common trading hours," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 12(2), pages 167-182, April.
    3. Diego Nicolas López, 2006. "Crisis De Mercados De Bonos Emergentes Y Contagio: Dependencia Extrema," Documentos CEDE 2243, Universidad de los Andes, Facultad de Economía, CEDE.
    4. Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So, 2007. "Asymmetric Return and Volatility Responses to Composite News from Stock Markets," Multinational Finance Journal, Multinational Finance Journal, vol. 11(3-4), pages 179-210, September.

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