International linkages of the Japanese stock market

Terence Tai Leung Chong, Ying-Chiu Wong and Kit Ming Yan

Japan and the World Economy, 2008, vol. 20, issue 4, 601-621

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.

Keywords: Japanese; stock; market; International; linkages (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:japwor:v:20:y:2008:i:4:p:601-621

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