TY  - JOUR
TI  - Correlations in Price Changes and Volatility across International Stock Markets
AU  - Yasushi Hamao
AU  - Ronald W. Masulis
AU  - Victor Ng
JO  - Review of Financial Studies
PY  - 1990
VL  - 3
IS  - 2
DO  - 10.1093/rfs/3.2.281
UR  - https://doi.org/10.1093/rfs/3.2.281
ER  -