An empirical analysis of information transmission mechanism and the trilateral relationship among the Mainland China, Hong Kong, and Taiwan stock markets-Reference-Cited by-同舟云学术

An empirical analysis of information transmission mechanism and the trilateral relationship among the Mainland China, Hong Kong, and Taiwan stock markets

Published:2015-06 Issue:2 Volume:20 Page:65-78
ISSN:1029-3132
Container-title:Asia Pacific Management Review
language:en
Short-container-title:Asia Pacific Management Review

Author:

Huang Tzu-Lun,Kuo Hsiou-Jen

Publisher

Elsevier BV

Subject

Strategy and Management,Business and International Management

Reference46 articles.

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4. Intraday volatility spillovers in the German equity index derivatives markets;Booth;Applied Financial Economics,2003

5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986

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