"Price Linkage Between the Us and Japanese Futures Across Different Time Zones: An Analysis of the Minute-By-Minute Data" by Erin H. Kao

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Price Linkage Between the Us and Japanese Futures Across Different Time Zones: An Analysis of the Minute-By-Minute Data

Journal of International Financial Markets, Institutions and Money (2015)

Erin H. Kao, Ling Tung University
Tsung-wu Ho, Shih Hsin University
Hung-Gay Fung, University of Missouri–St. Louis

Link

Disciplines

Economics,
Finance and
Macroeconomics

Publication Date

January 1, 2015

DOI

10.1016/j.intfin.2014.12.002

Citation Information

Erin H. Kao, Tsung-wu Ho and Hung-Gay Fung. "Price Linkage Between the Us and Japanese Futures Across Different Time Zones: An Analysis of the Minute-By-Minute Data" Journal of International Financial Markets, Institutions and Money Vol. 34 (2015) p. 321 - 336
Available at: http://works.bepress.com/hunggay-fung/23/