NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets

Wen-Ling Lin, Takatoshi Ito

Chapter in NBER book The Internationalization of Equity Markets (1994), Jeffrey A. Frankel, editor (p. 309 - 343)
Conference held October 1-2, 1993
Published in January 1994 by University of Chicago Press
© 1994 by the National Bureau of Economic Research

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This chapter first appeared as NBER working paper w4592, Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets, Takatoshi Ito, Wen-Ling Lin
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