Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns

16 references·11 citing·44 second hop

FromToDepth

this work references cited by second hop

References

1988Permanent and Temporary Components of Stock Prices3,036 cited
1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
1990Transmission of Volatility between Stock Markets1,588 cited
1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
1989Stock Volatility and the Crash of '871,045 cited
1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model723 cited
1990Stock Market Structure and Volatility544 cited
1994Hourly volatility spillovers between international equity markets389 cited
1974The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure356 cited
1979The Relationship Between Equity Indices on World Exchanges339 cited
1990Private Information, Trading Volume, and Stock-Return Variances334 cited
1992Unobserved component time series models with Arch disturbances329 cited
1992Implied ARCH models from options prices297 cited
1989International Stock Price Movements: Links and Messages246 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1989Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets212 cited

Cited by

1995Market efficiency around the clock some supporting evidence using foreign-based derivatives49 cited
2006Testing for financial spillovers in calm and turbulent periods39 cited
1992Lunch break and intraday volatility of stock returns37 cited
2007Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness35 cited
2002Who Cares About Shareholders? Arbitrage-Proofing Mutual Funds32 cited
2014Intraday return and volatility spillover mechanism from Chinese to Japanese stock market28 cited
1996The transmission of corporate financial information across national borders and equity market linkages26 cited
1998The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets24 cited
2009Intraday return and volatility spill-over across international copper futures markets23 cited
2011Financial contagion of the 2008 crisis: is there any evidence of financial contagion from the US to the Baltic states22 cited
2007Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland19 cited