Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 庄太量教授 (经济学系) |
全文
| 数位物件识别号 (DOI) http://dx.doi.org/10.1016/j.japwor.2007.06.004 |
引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/1WOS source URL
其它资讯
摘要Using daily open-to-close and close-to-open stock prices, this paper examines whether there are any lead-lag relationships between the Tokyo Stock Exchange and the other G7 stock markets. In particular, this paper analyzes whether the movements of other markets in the preceding trading session can be used to formulate profitable strategies to trade in Nikkei. (C) 2007 Elsevier B.V. All rights reserved.
着者Chong TTL, Wong YC, Yan IKM
期刊名称Japan and the World Economy
出版年份2008
月份http://aims.cuhk.edu.hk/converis/portal/Publication/12
日期http://aims.cuhk.edu.hk/converis/portal/Publication/1
卷号20
期次4
出版社ELSEVIER SCIENCE BV
页次60http://aims.cuhk.edu.hk/converis/portal/Publication/1 - 62http://aims.cuhk.edu.hk/converis/portal/Publication/1
国际标準期刊号0922-http://aims.cuhk.edu.hk/converis/portal/Publication/1425
语言英式英语
关键词International linkages; Japanese stock market
Web of Science 学科类别Business & Economics; Economics; ECONOMICS
