Asymmetric information flow between market index and individual stocks in several stock markets

Author: Kwon Okyu   Oh Gabjin  

Publisher: Edp Sciences

E-ISSN: 1286-4854|97|2|28007-28007

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.97, Iss.2, 2012-01, pp. : 28007-28007

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Abstract