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.
|Title of host publication||Stock Market Volatility|
|Number of pages||651|
|Publication status||Published - 8 Apr 2009|
|Name||Chapman & Hall/CRC Finance Series|
- stock markets
- market volatility
- information transmission
- bond markets
- trading volume
- information arrival
Hillier, D. J., Cai, C., Faff, R., Lhaopadchan, S., & Gregoriou, G. N. (Ed.) (2009). Information transmission across stock and bond markets: International evidence. In Stock Market Volatility (Chapman & Hall/CRC Finance Series).