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Asymmetric volatility spillover in the Tokyo stock exchange

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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When Are Contrarian Profits Due to Stock Market Overreaction?
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Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns
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Transmission of Volatility Between Stock Markets

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Price and Volatility Spillovers between Large and Small Cities: A Study of the Spanish Market
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COVID-19’UN PAY PİYASALARI ARASINDAKİ GETİRİ VE VOLATİLİTE YAYILIMLARINA ETKİSİ
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