Brian H. Boyer is at Brigham Young University, Tomomi Kumagai is at Wayne State University, and Kathy Yuan is at the Stephen M. Ross School of Business at the University of Michigan. Earlier versions of this paper circulated with the title “Are Investors Responsible for Stock Market Contagion?” The authors wish to thank Mark Aguiar, Christopher Couch, Campbell Harvey, Jerry Hausman, Guido Kuersteiner, Xiangming Li, Grant McQueen, Matt Pritsker, Ruy Ribeiro, Linda Tesar, Frank Warnock, and seminar participants at the University of Michigan, the University of Utah, the University of Wisconsin-Madison, Wayne State University, the UCLA Brainstorming Conference on International Capital Flows, and the American Finance Association Winter 2003 meetings in Washington, DC for helpful comments. We also thank Rob Stambaugh (the editor), an associate editor, and an anonymous referee for comments that substantially improved the original paper. Kumagai gratefully acknowledges the financial support from a University Research Grant from Wayne State University.
How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices
Version of Record online: 9 MAR 2006
© 2006 the American Finance Association
The Journal of Finance
Volume 61, Issue 2, pages 957–1003, April 2006
How to Cite
BOYER, B. H., KUMAGAI, T. and YUAN, K. (2006), How Do Crises Spread? Evidence from Accessible and Inaccessible Stock Indices. The Journal of Finance, 61: 957–1003. doi: 10.1111/j.1540-6261.2006.00860.x
- Issue online: 9 MAR 2006
- Version of Record online: 9 MAR 2006
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