Work

Intraday return and volatility spillover mechanism from Chinese to Japanese stock market

Year: 2014

Type: article

Source: Journal of the Japanese and International Economies

DOI: 10.1016/j.jjie.2014.11.005

Authors: Yusaku Nishimura, Yoshiro Tsutsui, Kenjiro Hirayama

Institutions: University of International Business and Economics, Konan University, Kwansei Gakuin University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Japan Society for the Promotion of Science

Awards: Analysis on corporate finance of Japanese firms: Change in financing environment and the role of financial institutions, Anomalies in the Japanese stock markets --Traditional approach and behavioral approach--

OpenAlex ID: W2047086437

FWCI: 3.66

Cites: 47

Cited by: 28

Related to: 10