Informational content of stock exchanges versus over-the-counter markets: The behaviour of stock indices around the Asian financial crisis in Japan and Korea

研究成果: Article査読

抄録

The daily returns of the stock exchange index and the over-the counter (OTC) index in Japan and Korea around the Asian financial crisis are investigated. The stock exchange index contains information on relatively old technology sectors, while the OTC index contains information on relatively new technology sectors. Although previous studies focused only on the performance of the former, the behaviour of these two indices around the crisis is shown to be different. Thus, additional insight is obtained by considering these two market indices at the same time.

本文言語English
ページ(範囲)949-955
ページ数7
ジャーナルApplied Economics Letters
11
15
DOI
出版ステータスPublished - 2004 12 15

ASJC Scopus subject areas

  • 経済学、計量経済学

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