Cross-border transmission of stock price volatility: evidence from the overlapping trading hours
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- Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015.
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- Hussain, Syed Mujahid, 2011. "Intraday trading volume and international spillover effects," Research in International Business and Finance, Elsevier, vol. 25(2), pages 183-194, June.
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