THE OVERNIGHT AND DAILY TRANSMISSION OF STOCK INDEX FUTURES PRICES BETWEEN MAJOR INTERNATIONAL MARKETS

Correlations in Price Changes and Volatility across International Stock Markets

1990 • 1,910 citations

International Transmission of Stock Market Movements

1989 • 1,471 citations

The Week‐End Effect in Common Stock Returns: The International Evidence

1985 • 706 citations

The International Crash of October 1987

1988 • 401 citations

Private Information, Trading Volume, and Stock-Return Variances

1990 • 363 citations

The Relationship Between Equity Indices on World Exchanges

1979 • 330 citations

THE RELATIONS AMONG EQUITY MARKETS: A STUDY OF SHARE PRICE CO‐MOVEMENTS IN THE UNITED STATES, UNITED KINGDOM, GERMANY AND JAPAN

1972 • 274 citations

Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year Effects

1985 • 256 citations

Systematic Elements in the Linkage of National Stock Market Indices

1973 • 221 citations

Program Trading and Expiration-Day Effects

1987 • 210 citations

Taxes and the Pricing of Stock Index Futures

1983 • 180 citations

The Intertemporal Relation Between the U.S. and Japanese Stock Markets

1990 • 179 citations

A Theory of Common Stock Returns Over Trading and Non‐Trading Periods

1980 • 138 citations

The Relations Among Equity Markets: A Study of Share Price Co-Movements in the United States, United Kingdom, Germany and Japan

1972 • 101 citations

The behavior of prices in the Nikkei spot and futures market

1989 • 96 citations

Weekly Patterns in Japanese Stock Returns

1990 • 87 citations

The Intertemporal Relation Between the U. S. and Japanese Stock Markets

1990 • 73 citations

Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium

1984 • 70 citations

THE INTRADAY INTERDEPENDENCE STRUCTURE BETWEEN U.S. AND JAPANESE EQUITY MARKETS

1992 • 64 citations

The market for japanese stock index futures: Some preliminary evidence

1989 • 56 citations

Arbitrage Opportunities in the Japanese Stock and Futures Markets

1990 • 46 citations

Explaining intra-day and overnight price behavior

1989 • 38 citations

The daily distribution of changes in the price of stock index futures

1986 • 36 citations

Explaining intra–day and overnight price behavior

1990 • 5 citations