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Financial market integration tests: an investigation using US equity markets

Journal of International Financial Markets, Institutions and Money, 7(2): 93--135, 1997.
Authors: Andy Naranjo and Aris Protopapadakis
URL: http://www.sciencedirect.com/science/article/B6VGT-3SX1XGS-1/1/d6105c4dbc1e9e70fc1485103223dd81
Tags: Asset Pricing
| URL | BibTeX  
@article{Naranjo1997,
title = {Financial market integration tests: an investigation using US equity markets},
author = {Andy Naranjo and Aris Protopapadakis},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Jul},
number = {2},
pages = {93--135},
url = {http://www.sciencedirect.com/science/article/B6VGT-3SX1XGS-1/1/d6105c4dbc1e9e70fc1485103223dd81},
volume = {7},
year = {1997},
keywords = {Asset Pricing }
}