Information transmission across stock and bond markets: International evidence

D.J. Hillier, C. Cai, R. Faff, S. Lhaopadchan, Greg N. Gregoriou (Editor)

Research output: Chapter in Book/Report/Conference proceedingChapter

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.
Original languageEnglish
Title of host publicationStock Market Volatility
Number of pages651
Publication statusPublished - 8 Apr 2009

Publication series

NameChapman & Hall/CRC Finance Series
PublisherCRC Press

Fingerprint

Speculation
Stock market
Trading volume
Information transmission
Bond market

Keywords

  • stock markets
  • market volatility
  • information transmission
  • bond markets
  • speculation
  • trading volume
  • information arrival

Cite this

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).
Hillier, D.J. ; Cai, C. ; Faff, R. ; Lhaopadchan, S. ; Gregoriou, Greg N. (Editor). / Information transmission across stock and bond markets: International evidence. Stock Market Volatility. 2009. (Chapman & Hall/CRC Finance Series).
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Hillier, DJ, Cai, C, Faff, R, Lhaopadchan, S & Gregoriou, GN (ed.) 2009, Information transmission across stock and bond markets: International evidence. in Stock Market Volatility. Chapman & Hall/CRC Finance Series.

Information transmission across stock and bond markets: International evidence. / Hillier, D.J.; Cai, C.; Faff, R.; Lhaopadchan, S.; Gregoriou, Greg N. (Editor).

Stock Market Volatility. 2009. (Chapman & Hall/CRC Finance Series).

Research output: Chapter in Book/Report/Conference proceedingChapter

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Hillier DJ, Cai C, Faff R, Lhaopadchan S, Gregoriou GN, (ed.). Information transmission across stock and bond markets: International evidence. In Stock Market Volatility. 2009. (Chapman & Hall/CRC Finance Series).