4Hilliard,J.The relationship between equity indices on world exchanges[J].Journal of Finance,1979,(34):103-114.
5Yasushi Hamao,Ronald W.Masulis,Victor Ng.Correlations in prices changes and volatility across international stock markets[J].Journal of Financial Studies,1990,(3):281-307.
6Bang Nam Jeon,Thomas C.Chiang.A System of Stock Prices in Word Stock Exchange:Common Stochastic Trends for 1975-1990[J].Journal of Economics and Business,1991,(43):329-338.
7Kenneth Kasa.Common stochastic trends in international stock markets[J].Journal of Monetary Economics,1992,(29):95-124.
8Connolly Robert A.,F.Albert Wang.On stock market return co -movement:macroeconomic news,dispersion of beliefs and contagion[R].University of North Carolina,2002.
9Tom Engsted,Carsten Tanggaard.The Comovement of US and UK stock markets[J].European Financial Management,2004,(10):593-607.