References
- Campbell , J. Y. and Hamao , Y. 1992 . Predictable stock returns in the United States and Japan: a study of long term capital market integration . Journal of Finance , 47 : 43 – 70 .
- Chelley-Steeley , P. L. and Steeley , J. M. 1999 . Changes in the comovement of European Equity Markets . Economic Inquiry , 37 ( 3 ) : 473 – 488 .
- Cho , D. , Eun , C. and Senbet , L. 1986 . International arbitrage pricing theory: an empirical investigation . The Journal of Finance , 42 : 313 – 330 .
- Eun , C. and Shim , S. 1989 . International transmission of stock market movements . Journal of Financial and Quantitative Analysis , 24 : 241 – 256 .
- Hamao , Y. , Masulis , R. W. and Ng , V. 1990 . Correlations in price changes and volatility across international stock markets . Review of Financial Studies , 3 : 281 – 308 .
- King , M. and Wadwani , S. 1995 . Transmission of volatility between stock markets . Review of Financial Studies , 8 : 265 – 291 .
- Pagano , M. and Roell , A. 1990 . Trading systems in European stock exchanges: current performance and policy options . Economy Policy , 36 : 613 – 623 .
- Taylor , M. and Tonks , I. 1989 . The internationalisation of stock markets and the abolition of exchange controls . The Review of Economics and Statistics , 26 : 265 – 272 .
![Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.]({"type":"image" , "src" : "/sda/112446/MPU-L1EB.png"})