@article{econhot_econhot-cited-f6380fce11782c97,
  title = {Correlations in Price Changes and Volatility across International Stock Markets},
  author = {Yasushi Hamao and Ronald W. Masulis and Victor Ng},
  journal = {Review of Financial Studies},
  year = {1990},
  volume = {3},
  number = {2},
  pages = {281-307},
  doi = {10.1093/rfs/3.2.281},
  url = {https://doi.org/10.1093/rfs/3.2.281}
}