The DOI matches its Crossref record; 18 of the 18 references it cites were found in a registry or an index.
International stock market linkages: Evidence from the pre- and post-October 1987 period
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Citations
Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.1080/01621459.1979.10482531 · Cited by 23,211
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
Information Theory and an Extension of the Maximum Likelihood Principle
Akaike, H. (1998) · Springer Series in Statistics · doi:10.1007/978-1-4612-1694-0_15 · Cited by 17,781
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1981) · Econometrica · doi:10.2307/1912517 · Cited by 14,606
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.2307/2286348 · Cited by 9,106
Forecasting and testing in co-integrated systems
Engle, R. F., & Yoo, B. S. (1987) · Journal of Econometrics · doi:10.1016/0304-4076(87)90085-6 · Cited by 1,867
Transmission of Volatility between Stock Markets
King, M. A., & Wadhwani, S. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.1.5 · Cited by 1,586
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 World Price of Covariance Risk
HARVEY, C. R. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb03747.x · Cited by 1,135
Metadata
- Authors
- Arshanapalli, B., & Doukas, J.
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 1993-02
- Volume
- 17
- Issue
- 1
- Pages
- 193-208
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W2040440745
- Cited by
- 561
- References
- 18
- FWCI
- 16.97
- 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.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: International stock market linkages: Evidence from the pre- and post-October 1987 period. https://app.cochat.ai/papers/10.1016/0378-4266(93)90088-u
- The paper
- Arshanapalli, B., & Doukas, J. (1993). International stock market linkages: Evidence from the pre- and post-October 1987 period. Journal of Banking & Finance. https://doi.org/10.1016/0378-4266(93)90088-u
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.
