Economic news and equity market linkages between the U.S. and U.K.

A Theory of Intraday Patterns: Volume and Price Variability

1988 • 3,251 citations

Correlations in Price Changes and Volatility across International Stock Markets

1990 • 1,910 citations

Transmission of Volatility between Stock Markets

1990 • 1,508 citations

International Transmission of Stock Market Movements

1989 • 1,471 citations

How Markets Process Information: News Releases and Volatility

1993 • 976 citations

A transaction data study of weekly and intradaily patterns in stock returns

1986 • 828 citations

A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets

1990 • 818 citations

Industrial Structure and the Comparative Behavior of International Stock Market Indices

1992 • 603 citations

An Investigation of Transactions Data for NYSE Stocks

1985 • 580 citations

Intraday Volatility in the Stock Index and Stock Index Futures Markets

1991 • 469 citations

Stock Prices and Economic News

1985 • 413 citations

Private Information, Trading Volume, and Stock-Return Variances

1990 • 363 citations

Evolution in dynamic linkages across daily national stock indexes

1991 • 300 citations

Volatility in the Foreign Currency Futures Market

1991 • 282 citations

Industrial Structure and the Comparative Behavior of International Stock Market Indices

1992 • 264 citations

An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964–1989

1990 • 249 citations

Economic news, exchange rates and interest rates

1988 • 216 citations

How Markets Process Information: News Releases and Volatility

1993 • 183 citations

Response of Hourly Stock Prices and Trading Volume to Economic News

1988 • 182 citations

A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability

1991 • 149 citations

Stock index futures arbitrage: International evidence

1990 • 120 citations

An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964-1989

1990 • 101 citations

Weekly Patterns in Japanese Stock Returns

1990 • 87 citations

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

1992 • 64 citations

Balance of trade announcements and asset prices: influence on equity prices, exchange rates, and interest rates

1992 • 52 citations

The Impact of News on Financial Markets in the United Kingdom: Note

1985 • 42 citations

US money supply announcements and Pacific Rim stock markets: evidence and implications

1990 • 42 citations

Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods

1993 • 39 citations

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns

1991 • 31 citations

A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability

1991 • 31 citations

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

1993 • 10 citations

Transmission of Volatility between Stock Markets: Discussion

1990 • 6 citations

Discussion

1990 • 5 citations

Deleted Work

1955 • 0 citations