TRANSMISSION OF VOLATILITY BETWEEN STOCK MARKETS

[1] BARCLAY MJ, 1989, MAR NBER C STOCK MAR

[2] BRADY NF, 1988, REPORT PRESIDIENTIAL

[3] RATIONAL-EXPECTATIONS, INFORMATION AND ASSET MARKETS - AN INTRODUCTION [J]. OXFORD ECONOMIC PAPERS-NEW SERIES, 1985, 37 (02): : 161 - 195

[4] FAMA EF, 1986, CRSP178 WORK PAP

[5] FRANKS JR, 1988, STOCHASTIC BEHAVIOUR

[6] STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 5 - 26

[7] NONEXISTENCE OF INFORMATIONAL EQUILIBRIA [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 451 - 463

[8] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[9] AN INTRODUCTION TO THE THEORY OF RATIONAL-EXPECTATIONS UNDER ASYMMETRIC INFORMATION [J]. REVIEW OF ECONOMIC STUDIES, 1981, 48 (04) : 541 - 559

[10] GROSSMAN SJ, 1978, J ECON THEORY, V13, P81

[1] BARCLAY MJ, 1989, MAR NBER C STOCK MAR

[2] BRADY NF, 1988, REPORT PRESIDIENTIAL

[3] RATIONAL-EXPECTATIONS, INFORMATION AND ASSET MARKETS - AN INTRODUCTION [J]. OXFORD ECONOMIC PAPERS-NEW SERIES, 1985, 37 (02): : 161 - 195

[4] FAMA EF, 1986, CRSP178 WORK PAP

[5] FRANKS JR, 1988, STOCHASTIC BEHAVIOUR

[6] STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (01) : 5 - 26

[7] NONEXISTENCE OF INFORMATIONAL EQUILIBRIA [J]. REVIEW OF ECONOMIC STUDIES, 1977, 44 (03) : 451 - 463

[8] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[9] AN INTRODUCTION TO THE THEORY OF RATIONAL-EXPECTATIONS UNDER ASYMMETRIC INFORMATION [J]. REVIEW OF ECONOMIC STUDIES, 1981, 48 (04) : 541 - 559

[10] GROSSMAN SJ, 1978, J ECON THEORY, V13, P81