Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York
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- Ekin Tokat & Hakkı Arda Tokat, 2010. "Shock and Volatility Transmission in the Futures and Spot Markets: Evidence from Turkish Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 92-104, January.
- Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2014.
"Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers,"
International Review of Financial Analysis, Elsevier, vol. 35(C), pages 118-127.
- Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2012. "Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers," MPRA Paper 40003, University Library of Munich, Germany.
- Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011. "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 37-44, March.
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