1. Half-day trading and spillovers. (2021). Gang, Jianhua ; Yu, Limin ; Chen, Yifan.
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2. Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico. (2018). Martinez, Valeria ; Tse, Yiuman.
   In: Research in International Business and Finance.
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3. Information Transmission across European Equity Markets During Crisis Periods. (2018). Chen, Jing ; Buckle, Mike ; McMillan, David G.
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   RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

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4. On the Use of International Commodity Futures Spread for Forecasting Chinas Net Imports of Commodities. (2013). Yan, Kit Ming ; Chen, Tao ; Wu, Liang.
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   RePEc:bla:worlde:v:36:y:2013:i:7:p:861-879.

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5. How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets. (2011). Cid, Alejandro ; Rossi, Martin .
   In: Documentos de Trabajo/Working Papers.
   RePEc:mnt:wpaper:1109.

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6. How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets. (2011). Trupkin, Danilo ; Ibarra, Raul ; Hernandez, Manuel ; Ibarra-Ramirez, Raul .
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7. Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices. (2009). Lai, Jingyi ; Tswei, Keshin.
   In: Review of Financial Economics.
   RePEc:wly:revfec:v:18:y:2009:i:4:p:183-189.

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8. Implications of futures trading volume: Hedgers versus speculators. (2009). Liu, Yen-Chih ; Yung, Kenneth.
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9. Information contents misjudged: Digressive convergence to equilibrium in cointegrated prices. (2009). Lai, Jing-Yi ; Tswei, Keshin .
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   RePEc:eee:revfin:v:18:y:2009:i:4:p:183-189.

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10. Information transmission and market interactions across the Atlantic -- an empirical study on the natural gas market. (2009). Kao, Chung-Wei ; Wan, Jer-Yuh .
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    RePEc:eee:eneeco:v:31:y:2009:i:1:p:152-161.

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11. Inter-day return and volatility dynamics between Japanese ADRs and their underlying securities. (2007). Yang, Sheng-Yung.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:10:p:837-853.

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12. Volatility and correlation in international stock markets and the role of exchange rate fluctuations. (2007). Mun, Kyung-Chun .
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    RePEc:eee:intfin:v:17:y:2007:i:1:p:25-41.

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13. Price discovery and informational efficiency of international iShares funds. (2007). Martinez, Valeria ; Tse, Yiuman.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:18:y:2007:i:1:p:1-15.

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14. Volatility models of currency futures in developed and emerging markets. (2004). McAleer, Michael ; Sequeira, John M ; Chiat, Pang Chia .
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    RePEc:eee:matcom:v:64:y:2004:i:1:p:79-93.

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15. Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world. (2004). Firth, Michael ; Wang, Steven Shuye.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:3:p:235-254.

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16. Volatility Models of Currency Futures in Developed and Emerging Markets. (2003). McAleer, Michael ; Sequeira, John M. ; Chiat, Pang Chia .
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    RePEc:tky:fseres:2003cf210.

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17. Return and volatility behavior of dually-traded stocks: the case of Hong Kong. (2002). Rui, Oliver ; Firth, Michael ; Wang, Steven Shuye.
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    RePEc:eee:jimfin:v:21:y:2002:i:2:p:265-293.

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18. Security price adjustment across exchanges: an investigation of common factor components for Dow stocks. (2002). McInish, Thomas ; deB. Harris, Frederick H., ; Wood, Robert A..
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19. On Monetary Analysis of Derivatives. (2000). Savona, Paolo ; Oldani, Chiara ; Maccario, Aurelio.
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20. Further Examination of Price Discovery on the NYSE and Regional Exchanges. (2000). Tse, Yiuman.
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21. FURTHER EXAMINATION OF PRICE DISCOVERY ON THE NYSE AND REGIONAL EXCHANGES. (2000). Tse, Yiuman.
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    RePEc:bla:jfnres:v:23:y:2000:i:3:p:331-351.

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22. Round-the-clock market efficiency and home bias: Evidence from the international Japanese government bonds futures markets. (1999). Tse, Yiuman.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:12:p:1831-1860.

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23. International transmission of information: evidence from the Euroyen and Eurodollar futures markets. (1998). Tse, Yiuman.
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    RePEc:eee:jimfin:v:17:y:1998:i:6:p:909-929.

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24. Information shares in international oil futures markets. (1997). Booth, Geoffrey G. ; Tse, Yiuman.
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25. International transmission on information in corn futures markets. (1997). Ciner, Cetin ; Booth, Geoffrey G..
    In: Journal of Multinational Financial Management.
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1. Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Lyócsa, Štefan ; Baumohl, Eduard.
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2. Opportunities for international portfolio diversification in the balkans’ markets. (2012). Kenourgios, Dimitris ; Dimitriou, Dimitrios.
   In: MPRA Paper.
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3. International Stock Markets: A Co-integration Analysis. (2011). Thalassinos, Eleftherios ; POLITIS, EVANGELOS.
   In: European Research Studies Journal.
   RePEc:ers:journl:v:xiv:y:2011:i:4:p:113-130.

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4. International stock market linkages: Evidence from Latin America. (2009). Diamandis, Panayiotis F..
   In: Global Finance Journal.
   RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30.

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5. Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests. (2008). lucey, brian ; Voronkova, Svitlana .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:27:y:2008:i:8:p:1303-1324.

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6. Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M. ; Nikkinen, Jussi .
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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7. Linkages between the center and periphery stock prices: Evidence from the vector ARFIMA model. (2008). Ozdemir, Zeynel ; Olgun, Hasan .
   In: Economic Modelling.
   RePEc:eee:ecmode:v:25:y:2008:i:3:p:512-519.

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8. Regional financial integration in Asia: present and future. (2008). Bank for International Settlements, ; Malaysia, Bank Negara .
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   RePEc:bis:bisbps:42.

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9. Integration of Indias stock market with global and major regional markets. (2008). Bank for International Settlements, .
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10. A Time Series Model for the Romanian Stock Market. (2007). Thalassinos, Eleftherios ; Țîrcă (Pociovalisteanu), Diana-Mihaela.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:x:y:2007:i:3-4:p:57-72.

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11. Common stochastic trends among Far East stock prices: Effects of the Asian financial crisis. (2007). Peng, KE ; Choudhry, Taufiq ; Lu, Lin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:16:y:2007:i:3:p:242-261.

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12. International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets. (2006). Yavas, Burhan F. ; Rezayat, Fahimeh.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:16:y:2006:i:4:p:440-458.

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13. A note on the long-run benefits from international equity diversification for a Taiwan investor diversifying in the US equity market. (2006). Chang, Tsangyao ; Caudill, Steven B.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:15:y:2006:i:1:p:57-67.

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14. Large shocks and the September 11th terrorist attacks on international stock markets. (2006). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:23:y:2006:i:4:p:683-698.

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15. Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle. (2006). Chang, Tsang Yao ; Lu, Yang-Cheng.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2006:i:4:p:1-7.

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16. Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle. (2006). Chang, Tsangyao ; Lu, Yang-Cheng.
    In: Economics Bulletin.
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17. Portfolio allocations and the emerging equity markets of Central Europe. (2005). Tezel, Ahmet ; McManus, Ginette M. ; Gilmore, Claire G..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:15:y:2005:i:3:p:287-300.

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18. Entrepreneurship, small and medium size business markets and European economic integration. (2005). Kenourgios, Dimitris ; Samitas, Aristeidis G..
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19. Information leadership in the advanced Asia-Pacific stock markets: Return, volatility and volume information spillovers from the US and Japan. (2005). Kim, Suk-Joong.
    In: Journal of the Japanese and International Economies.
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20. Stock prices and exchange rate dynamics. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola.
    In: Journal of International Money and Finance.
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21. International bond market linkages: a structural VAR analysis. (2005). Yang, Jian.
    In: Journal of International Financial Markets, Institutions and Money.
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22. Portfolio diversification benefits within Europe: Implications for a US investor. (2005). Laopodis, Nikiforos.
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23. US, UK and European Stock Market Integration. (2005). Oyefeso, Oluwatobi ; Fraser, Patricia .
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24. International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm.
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    RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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25. A multilateral approach to examining the comovements among major world equity markets. (2004). Hsin, Chin-Wen .
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    RePEc:eee:finana:v:13:y:2004:i:4:p:433-462.

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26. Interrelationships of Secondary Equity Markets at Domestic and International Level. (2004). Samitas, Aristeidis G..
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27. The spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets. (2003). Kim, Suk-Joong.
    In: Pacific-Basin Finance Journal.
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28. The interdependence of share markets in the developed economies of East Asia. (2003). Felmingham, Bruce ; Chan Leong, Su, .
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    RePEc:eee:pacfin:v:11:y:2003:i:2:p:219-237.

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29. The structure of interdependence in international stock markets. (2003). Yang, Jian ; Bessler, David.
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30. The interrelatedness of global equity markets, money markets, and foreign exchange markets. (2003). Swanson, Peggy E..
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31. Do stock price indices respond asymmetrically?: Evidence from China, Japan, and South Korea. (2003). Bahng, Joshua Seungwook ; Shin, Seung-myo.
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32. Stock market linkages: Evidence from Latin America. (2002). Rui, Oliver ; Chen, Gong-meng ; Firth, Michael.
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33. The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence. (2002). Rui, Oliver ; Lee, Bong-Soo.
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34. International linkage of interest rates: Evidence from the emerging economies of Asia. (2002). Anoruo, Emmanuel ; Thiewes, Harold F. ; Ramchander, Sanjay.
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35. Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period. (2002). Masih, Abul ; Masih, A. Mansur M., .
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36. Economic determinants of emerging stock market interdependence. (2002). Pretorius, Elna.
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37. International portfolio diversification: US and Central European equity markets. (2002). Gilmore, Claire G. ; McManus, Ginette M..
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38. Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets. (2001). Smith, Kenneth L..
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39. Long and short term dynamic causal transmission amongst international stock markets. (2001). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
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40. Modelling evolving long-run relationships: the linkages between stock markets in Asia. (2001). Sosvilla-Rivero, Simon.
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41. Co-movements of U.S. and Latin American equity markets before and after the 1987 crash. (2001). Meric, Gulser ; Ratner, Mitchell ; Leal, Ricardo P. C., .
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42. Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets. (1999). Masih, Abul ; Masih, Abul M. M., ; Masih , Abul M. M., .
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43. An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram.
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44. Cointegration, forecasting and international stock prices. (1998). Wohar, Mark ; Crowder, William.
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45. The relationship between international bond markets and international stock markets. (1998). Lim, Edward S. ; Swanson, Peggy E. ; Gallo, John G..
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46. Common volatility in the industrial structure of global capital markets. (1997). Lang, Larry ; Doukas, John ; Arshanapalli, Bala .
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47. The benefits from international diversification for Nordic investors. (1997). Loflund, Anders ; Liljeblom, Eva ; Krokfors, Svante.
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48. Common factors in international stock prices: Evidence from a cointegration study. (1996). Jeon, Bang ; Bachman, Daniel ; Choi, Jongmoo Jay ; Kopecky, Kenneth J..
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49. Pre and post-October 1987 stock market linkages between U.S. and Asian markets. (1995). Lang, Larry ; Doukas, John ; Arshanapalli, Bala .
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