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Information transmission across stock and bond markets: International evidence

Hillier, D.J. and Cai, C. and Faff, R. and Lhaopadchan, S. (2009) Information transmission across stock and bond markets: International evidence. In: Stock Market Volatility. Chapman & Hall/CRC Finance Series . CRC Press. ISBN 9781420099546

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Abstract

This chapter discusses information transmission across stock and bond markets. It is part of a collection which approaches the material from the practitioner's viewpoint and familiarizes readers with how volatility is linked to speculation, trading volume, and information arrival.

Author(s):	Hillier, D.J., Cai, C., Faff, R. and Lhaopadchan, S.
Item type:	Book Section
ID code:	28365
Keywords:	stock markets, market volatility, information transmission, bond markets, speculation, trading volume, information arrival, Finance
Subjects:	Social Sciences > Finance
Department:	Strathclyde Business School > Accounting and Finance
Depositing user:	Miss Donna McDougall
Date deposited:	22 Oct 2010 10:36
Last modified:	25 Jan 2019 03:14
Related URLs:	Journal or Publication
URI:	https://strathprints.strath.ac.uk/id/eprint/28365
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