Transmission of Volatility between Stock Markets
Data up to Jan 2025
Total Citations Per Year
Abstract
References (10)
Correlations in Price Changes and Volatility across International Stock Markets
1990 • 1,910 citations
Stock return variances
1986 • 1,878 citations
An Introduction to the Theory of Rational Expectations Under Asymmetric Information
1981 • 434 citations
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1976 • 242 citations
Further results on the informational efficiency of competitive stock markets
1978 • 198 citations
Price volatility, international market links, and their implications for regulatory policies
1989 • 165 citations
The Non-Existence of Informational Equilibria
1977 • 104 citations
On the Efficient Markets Hypothesis
1983 • 76 citations
RATIONAL EXPECTATIONS, INFORMATION AND ASSET MARKETS: AN INTRODUCTION
1985 • 33 citations
Commentary: Price volatility, international market links, and their implications for regulatory policies
1989 • 2 citations