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(Dis)integration levels across global stock markets: A multidimensional scaling and cluster analysis
Multifractal properties of price change and volume change of stock market indices
Cointegration analysis and influence rank—A network approach to global stock markets
The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis
Determinants and price discovery of China sovereign credit default swaps
Dynamic return predictability in the Russian stock market
The role of country and industry factors during volatile times
An empirical analysis of herd behavior in global stock markets
The role of Chinese stock market in global stock markets: A safe haven or a hedge?
Time-shift asymmetric correlation analysis of global stock markets
Contagion as a domino effect in global stock markets
Global stock market reactions to scheduled U.S. macroeconomic news announcements
Are investors moonstruck? Lunar phases and stock returns