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

Erin H. Kao, Tsung-wu Ho, Hung-Gay Fung

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of International Financial Markets, Institutions and Money
Volume	34
DOIs	https://doi.org/10.1016/j.intfin.2014.12.002
State	Published - Jan 1 2015

Disciplines

@article{32a093f1048b44909c7f5a2ad209daf2,

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

author = "Kao, {Erin H.} and Tsung-wu Ho and Hung-Gay Fung",

year = "2015",

month = jan,

day = "1",

doi = "10.1016/j.intfin.2014.12.002",

language = "American English",

volume = "34",

journal = "Journal of International Financial Markets, Institutions and Money",

}

TY - JOUR

T1 - Price Linkage Between the Us and Japanese Futures Across Different Time Zones: An Analysis of the Minute-By-Minute Data

AU - Kao, Erin H.

AU - Ho, Tsung-wu

AU - Fung, Hung-Gay

PY - 2015/1/1

Y1 - 2015/1/1

UR - http://isiarticles.com/bundles/Article/pre/pdf/40703.pdf

U2 - 10.1016/j.intfin.2014.12.002

DO - 10.1016/j.intfin.2014.12.002

M3 - Article

VL - 34

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

ER -