TRANSMISSION OF VOLATILITY BETWEEN STOCK MARKETS

[11] HAMAO Y, 1989, CORRELATIONS PRICE C

[12] ON THE EFFICIENT MARKETS HYPOTHESIS [J]. ECONOMETRICA, 1983, 51 (05) : 1325 - 1343

[13] MILLER MH, 1987, PRELIMINARY REPORT C

[14] NEUMARK D, 1988, 50 FED RES BOARD FIN

[15] MEAN REVERSION IN STOCK-PRICES - EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1988, 22 (01) : 27 - 59

[16] PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES [J]. JOURNAL OF FINANCIAL SERVICES RESEARCH, 1989, 3 (2-3) : 211 - 246

[17] WADHWANI S, 1989, J FINANC SERV RES, V3, P255, DOI 10.1007/BF00122805

[11] HAMAO Y, 1989, CORRELATIONS PRICE C

[12] ON THE EFFICIENT MARKETS HYPOTHESIS [J]. ECONOMETRICA, 1983, 51 (05) : 1325 - 1343

[13] MILLER MH, 1987, PRELIMINARY REPORT C

[14] NEUMARK D, 1988, 50 FED RES BOARD FIN

[15] MEAN REVERSION IN STOCK-PRICES - EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1988, 22 (01) : 27 - 59

[16] PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES [J]. JOURNAL OF FINANCIAL SERVICES RESEARCH, 1989, 3 (2-3) : 211 - 246

[17] WADHWANI S, 1989, J FINANC SERV RES, V3, P255, DOI 10.1007/BF00122805