The DOI matches its Crossref record; 19 of the 19 references it cites were found in a registry or an index.
Evolution in dynamic linkages across daily national stock indexes
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Citations
Cites
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
Time Series Analysis: Forecasting and Control
Geurts, M., Box, G. E. P., & Jenkins, G. M. (1977) · Journal of Marketing Research · doi:10.2307/3150485 · Cited by 19,186
On a measure of lack of fit in time series models
LJUNG, G. M., & BOX, G. E. P. (1978) · Biometrika · doi:10.1093/biomet/65.2.297 · Cited by 6,668
The theory and practice of econometrics
(1986) · Journal of Macroeconomics · doi:10.1016/0164-0704(86)90027-3 · Cited by 4,342
Correlations in price changes and volatility across international stock markets
Hamao, Y., Masulis, R. W., & Ng, V. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.281 · Cited by 1,926
International Portfolio Choice and Corporation Finance: A Synthesis
ADLER, M., & DUMAS, B. (1983) · The Journal of Finance · doi:10.1111/j.1540-6261.1983.tb02511.x · Cited by 1,447
International Transmission of Stock Market Movements
Eun, C. S., & Shim, S. (1989) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330774 · Cited by 1,412
The Week‐End Effect in Common Stock Returns: The International Evidence
JAFFE, J., & WESTERFIELD, R. (1985) · The Journal of Finance · doi:10.1111/j.1540-6261.1985.tb04966.x · Cited by 771
The International Crash of October 1987
Roll, R. (1988) · Financial Analysts Journal · doi:10.2469/faj.v44.n5.19 · Cited by 394
Day-of-the-week and intraday effects in stock returns
Smirlock, M., & Starks, L. (1986) · Journal of Financial Economics · doi:10.1016/0304-405x(86)90011-5 · Cited by 341
Cited by
Karolyi, G. A. (1995) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1995.10524575 · Cited by 499
MEAN AND VOLATILITY SPILLOVERS ACROSS MAJOR NATIONAL STOCK MARKETS: FURTHER EMPIRICAL EVIDENCE
Theodossiou, P., & Lee, U. (1993) · Journal of Financial Research · doi:10.1111/j.1475-6803.1993.tb00152.x · Cited by 313
Long and short term dynamic causal transmission amongst international stock markets
Masih, R., & Masih, A. M. M. (2001) · Journal of International Money and Finance · doi:10.1016/s0261-5606(01)00012-2 · Cited by 290
Metadata
- Authors
- Koch, P. D., & Koch, T. W.
- Venue
- Journal of International Money and Finance
- Publisher
- Elsevier BV
- Published
- 1991-06
- Volume
- 10
- Issue
- 2
- Pages
- 231-251
- ISSN
- 0261-5606 (ISSN-L)
- OpenAlex
- W2081085020
- Cited by
- 286
- References
- 19
- FWCI
- 7.87
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- Koch, P. D., & Koch, T. W. (1991). Evolution in dynamic linkages across daily national stock indexes. Journal of International Money and Finance. https://doi.org/10.1016/0261-5606(91)90037-k
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
