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2. Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Xu, Xiangyun ; Qian, QI ; Liao, Jia.
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5. HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH‐FREQUENCY DATA. (2010). Tsutsui, Yoshiro ; Hirayama, Kenjiro.
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6. How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data. (2008). Tsutsui, Yoshiro ; Hirayama, Kenjiro.
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   RePEc:eee:pacfin:v:12:y:2004:i:4:p:463-478.

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2. Do Short‐ and Long‐Term Environmental Investments Follow the Same Path?. (2018). de Sousa, Vitor Manuel ; Rodeiropazos, David.
   In: Corporate Social Responsibility and Environmental Management.
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3. Are the stock indices of FTSE Malaysia, China and USA causally linked together ?. (2018). Masih, Abul ; Nasir, Nur Alissa.
   In: MPRA Paper.
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4. Which market is the driver of the Asian stock markets ?. (2018). Masih, Abul ; Taher, Sumaiyah.
   In: MPRA Paper.
   RePEc:pra:mprapa:107975.

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5. China, Japan and the US Stock Markets and the Global Financial Crisis. (2018). Zhang, Yan.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9237-6.

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6. Environmentally sustainable investment: Dynamics between global thematic indices. (2018). Gabriel, Vitor.
   In: Cuadernos de Gestión.
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   In: MPRA Paper.
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   In: The Quarterly Review of Economics and Finance.
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9. Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets. (2015). Vinayagamoorthi, VASANTH ; Murugesan, Selvam ; Vasanth, Vinayagamoorthi ; Ramkumar, Ramachandran Rajesh ; Selvam, Murugesan ; Lingaraja, Kasilingam.
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10. Long-run relationships between international stock prices: further evidence from fractional cointegration tests. (2013). PEGUIN-FEISSOLLE, Anne ; Boutahar, Mohamed ; Gente, Karine ; ALOY, Marcel ; Mohamed, Boutahar .
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11. Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications. (2010). Malliaris, Anastasios ; Corazza, Marco.
    In: Computational Economics.
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12. Stock market linkages and financial contagion: A cobreaking analysis. (2010). Antell, Jan ; Ahlgren, Niklas.
    In: The Quarterly Review of Economics and Finance.
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13. A value-at-risk approach with kernel estimator. (2009). Huang, Alex.
    In: Applied Financial Economics.
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16. Bootstrap and fast double bootstrap tests of cointegration rank with financial time series. (2008). Antell, Jan ; Ahlgren, N..
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19. Integration of Indias stock market with global and major regional markets. (2008). Bank for International Settlements, .
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20. An Empirical Analysis of the Thai and Major International Stock Markets. (2007). Valadkhani, Abbas ; Chancharat, Surachai.
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22. Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series. (2006). Antell, Jan ; Ahlgren, Niklas.
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24. Price Linkages Between the US, Japan and UK Stock Markets. (2005). Floros, Christos.
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