The Spillover Effects of U.S. and Japanese Public Information News in Advanced Asia-Pacific Stock Markets
Language: en
Pages: 27
Authors: Suk-Joong Kim
Categories:
Type: BOOK - Published: 2007 - Publisher:

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This paper investigates the nature of information leadership of the U.S. and Japan in the advanced Asia-Pacific stock markets. Instead of just relying on return
Information Leadership in the Advanced Asia-Pacific Stock Markets
Language: en
Pages: 33
Authors: Suk-Joong Kim
Categories:
Type: BOOK - Published: 2005 - Publisher:

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This paper investigates the nature of the stock market linkages in the advanced Asia-Pacific stock markets of Australia, Hong Kong, Japan and Singapore with the
The Spillover Effects of Target Interest Rate News from the U.S. Fed and the European Central Bank on the Asia-Pacific Stock Markets
Language: en
Pages: 30
Authors: Suk-Joong Kim
Categories:
Type: BOOK - Published: 2013 - Publisher:

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This paper provides comprehensive evidence on the spillover effects of the U.S. Fed's and the European Central Bank (ECB)'s target interest rate news on the mar
Information Efficiency and Anomalies in Asian Equity Markets
Language: en
Pages: 271
Authors: Qaiser Munir
Categories: Business & Economics
Type: BOOK - Published: 2016-10-04 - Publisher: Routledge

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The efficient market hypothesis (EMH) maintains that all relevant information is fully and immediately reflected in stock prices and that investors will obtain
Extreme-Downside-Risk Spillover from the United States and Japan to Asian-Pacific Stock Markets
Language: en
Pages: 30
Authors: Lu Liu
Categories:
Type: BOOK - Published: 2018 - Publisher:

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This paper proposes a probit approach to measure and forecast extreme downside risks in Asian Pacific markets given information on extreme negative shocks in th