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Cited by

• 1972"Infinite Variance" and Research Strategy in Time Series Analysis174 cited
• 2001Equity market linkages in the Asia Pacific region91 cited
• 1996Short-run and long-run dynamic linkages among international stock markets83 cited
• 1982World stock markets: some random walk tests74 cited
• 1990High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations72 cited
• 2005Explaining co-movements between stock markets: The case of US and Germany66 cited
• 2009Dynamic Returns Linkages and Volatility Transmission Between South African and World Major Stock Markets55 cited
• 1978Speculative behavior of foreign exchange rates during the current float55 cited
• 1987Forecasting stock market prices in a thin security market53 cited
• 2006Amazing discovery: Vincenz Bronzin’s option pricing models48 cited
• 1985The behaviour of futures prices over time48 cited
• 1994Stock returns and the transfer of information between the New York and Tokyo stock exchanges48 cited
• 1979Spectral analysis of stock market prices41 cited
• 1998International correlation structure of financial market movements - the evidence from the UK and the US40 cited