Output details
19 - Business and Management Studies
University of Northumbria at Newcastle
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Article title
How beneficial is international stock market information in domestic stock market trading?
Type
D - Journal article
Title of journal
The European Journal of Finance
Article number
-
Volume number
n/a
Issue number
-
First page of article
1
ISSN of journal
1351-847X
Year of publication
2012
Number of additional authors
1
Additional information
This paper uses the foreign information transmission (FIT) model of Ibrahim and Brzeszczynski (2009) to quantify the incremental benefits of foreign overnight international stock market information over domestic market momentum information in international stock markets. It is the first paper to combine information in the form of signals from foreign markets with domestic market momentum. The authors have been invited to present their findings at the prestigious Booth School of Business at the University of Chicago (in 2012) and IESE Business School in Barcelona (2012).
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
