Transmission of Volatility between Stock Markets
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- Mervyn A. King & Sushil Wadhwani, 1989. "Transmission of Volatility Between Stock Markets," NBER Working Papers 2910, National Bureau of Economic Research, Inc.
References listed on IDEAS
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"Further results on the informational efficiency of competitive stock markets,"
Journal of Economic Theory, Elsevier, vol. 18(1), pages 81-101, June.
- Sanford Grossman, 1978. "Further results on the informational efficiency of competitive stock markets," Special Studies Papers 114, Board of Governors of the Federal Reserve System (U.S.).
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