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Intraday and interday behavior of the TOPIX · Study

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ArticleIntraday and interday behavior of the TOPIX

Rosita P. Chang1993

Article1993

Intraday and interday behavior of the TOPIX

Rosita P. Chang · S. Ghon Rhee · Makoto Taakano

45 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1985Continuous Auctions and Insider Trading 1988A Theory of Intraday Patterns: Volume and Price Variability 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 1987The Relation Between Price Changes and Trading Volume: A Survey 1986Stock return variances 1990When Are Contrarian Profits Due to Stock Market Overreaction?1986A transaction data study of weekly and intradaily patterns in stock returns 1987Trading Mechanisms and Stock Returns: An Empirical Investigation

Cited by

2001An empirical investigation of trading volume and return volatility of the Taiwan Stock Market 1996International linkages in Nikkei Stock Index futures markets 1998Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong 2003International Price Discovery for Emerging Market Stocks: Evidence from Indian GDRs 2004Modeling discontinuous periodic conditional volatility: Evidence from the commodity futures market

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Year1993

Typearticle

Published1993-03-01

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations45

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0927-538x(93)90017-c

openalex_workW2086031397

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1992

The Microstructure of Asian Equity Markets