Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5086217 | Japan and the World Economy | 2008 | 21 Pages |
Abstract
Using daily open-to-close and close-to-open stock prices, this paper examines whether there are any lead-lag relationships between the Tokyo Stock Exchange and the other G7 stock markets. In particular, this paper analyzes whether the movements of other markets in the preceding trading session can be used to formulate profitable strategies to trade in Nikkei.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Terence Tai-Leung Chong, Ying-Chiu Wong, Isabel Kit-Ming Yan,