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Information transmission between the NASDAQ and Asian second board markets

Article Abstract:

The increasing importance of secondary board markets and relations between them are discussed. The evidence of information spillovers from the NASDAQ( National association of Securities Dealers Automated Quotation ) to emerging Asian second board markets is examined.

Author: Lee, Bong-Soo, Rui, Oliver Meng, Wang, Steven Shuye
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2004
Externalities (Economics), National Association of Securities Dealers

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System identification in noisy data environments: an application to six Asian stock markets

Article Abstract:

The correlation between gross domestic product and stock market performances is analyzed by focusing on six-Asian markets.

Author: Los, Cornelis A.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Evaluation, Gross domestic product

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Galton's error and the under-representation of systemic risk

Article Abstract:

Information on market risk is assessed through an examination of Galton's error.

Author: Los, Cornelis A.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1999
Economics, Research and Development in the Social Sciences and Humanities, Portfolio management, Risk (Economics)

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Subjects list: Analysis, Asia, Stock markets, Stock market, Economic aspects
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