Leads, Lags, and Trading in Global Markets
Author:
Affiliation:
1. Maggie Copeland is a vice president and quantitative portfolio manager at Salomon Smith Barney.
2. Tom Copeland is chief corporate finance officer at Monitor Company.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v54.n4.2199
Reference22 articles.
1. THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO-MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN
2. International stock market linkages: Evidence from the pre- and post-October 1987 period
3. Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration
4. An Empirical Analysis of Stock Prices in Major Asian Markets and the United States
5. Long-Run Diversification Potential in Emerging Stock Markets
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