Evolution in dynamic linkages across daily national stock indexes

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

1969 • 21,257 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

On a measure of lack of fit in time series models

1978 • 5,638 citations

The theory and practice of econometrics

1986 • 4,551 citations

Correlations in Price Changes and Volatility across International Stock Markets

1990 • 1,910 citations

International Transmission of Stock Market Movements

1989 • 1,471 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

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

1985 • 706 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 425 citations

The International Crash of October 1987

1988 • 401 citations

Multinational Business Finance.

1984 • 370 citations

Day-of-the-week and intraday effects in stock returns

1986 • 339 citations

Multinational business finance

1973 • 337 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

The theory and practice of econometrics

1986 • 269 citations

International Stock Price Movements: Links and Messages

1989 • 267 citations

Black Monday and the future of financial markets

1989 • 255 citations

Predictability of Stock Market Prices.

1971 • 252 citations

Testing the exogeneity specification in the complete dynamic simultaneous equation model

1978 • 169 citations

The Relationship Between Equity Indices on World Exchanges

1979 • 114 citations

Predictability of Stock Market Prices.

1971 • 109 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

Are National Stock Markets Linked?

1988 • 79 citations

Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain

1988 • 42 citations

Comovements Of Major International Equity Markets

1976 • 42 citations

Spectral analysis of stock market prices

1979 • 38 citations

The Stock Market: Bubbles, Volatility, and Chaos

1990 • 24 citations

After-Hours Stock Prices and Post-Crash Hangovers

1991 • 22 citations

International linkages among equities markets and the October 1987 market break

1988 • 20 citations

Evidence on stock market speculative bubbles: Japan, United States and Great Britain

1988 • 19 citations

Do Fundamentals, Bubbles, or Neither Determine Stock Prices? Some International Evidence

1990 • 11 citations