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6. | Chan, K. C.、Gup, B. E.、Pan, M. S.(1992)。An Empirical Analysis of Stock Prices in Major Asian Markets and the United States。The Financial Review,27(2),289-308。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Errunza, Vihang R.、Losq, Etienne(1985)。International asset pricing under mild segmentation: Theory and test。Journal of Finance,40(1),105-124。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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9. | Ferson, Wayne E.、Harvey, Campbell R.(1993)。The Risk and Predictability of International Equity Returns。Review of Financial Studies,6(3),527-566。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Bekaert, G.、Harvey, C. R.(1995)。Time-Varying World Market Integration。The Journal of Finance,50(2),403-444。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Campbell, John Y.、Hamao, Yasushi(1992)。Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration。Journal of Finance,47(1),43-69。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Hilliard, J. E.(1979)。The relationship between equity indices on world exchanges。Journal of Finance,34(1),103-114。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Lessard, Donald R.(1976)。World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction Through International Diversification。Financial Analysts Journal,32(1),32-38。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Roll, Richard(1992)。Industrial structure and the comparative behavior of international stock market indices。Journal of Finance,47(1),3-42。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Solnik, B. H.(1974)。The International Pricing: An Empirical Investigation of the World Capital Market Structure。Journal of Finance,29(2),365-378。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
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17. | Cho, D. C.、Eun, Cheol S.、Senbet, Lemma W.(1986)。International Arbitrage Pricing Theory: An Empirical Investigation。The Journal of Finance,41,313-330。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Errunza, Vihang R.、Losq, Etienne、Padmanabhan, Prasad(1992)。Test of Integration, Mild Segmentation, and Segmentation Hypotheses。Journal of Banking & Finance,16,949-972。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Ferson, Wayne、Harvey, Campbell(1994)。Sources of Risk and Expected Returns in Global Equity Markets。Journal of Banking & Finance,18,775-803。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Grubel, H. G.、Fadner, K.(1971)。The Interdependence of International Equity Markets。The Journal of Finance,26,89-94。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Hassan, M. K.、Naka, Atsuyuki(1996)。Short-run and Long-run Dynamic Linkages among International Stock Markets。International Review of Economics and Finance,5,387-405。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Jorion, Phillippe、Schwartz, gEduardo(1986)。Integration vs. Segmentation in the Canadian Stock Market。The Journal of Finance,41,603-614。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Meric, I.、Meric(1989)。Potential Gains from International Portfolio Diversification and Intertemporal Stability and Seasonality in International Stock Market Relationships。Journal of Banking & Finance,13,627-640。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Philippatos, G. C.、Christofi, A.、Christofi, P.(1983)。The Intertemporal Stability of International Stock Market Relationships: Another View。Financial Management,12(4),63-69。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Stehle, R.(1977)。An Empirical Test of the Alternative Hypothesis of National and International Pricing of Risky Assets。The Journal of Finance,32(May),493-502。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Hodrick, R. J.、Bekaert, G.(1992)。Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets。The Journal of Finance,47(2),467-509。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Harvey, Campbell R.(1989)。Time-varying Conditional Covariances in Tests of Asset Pricing Models。Journal of Financial Economics,24(2),289-317。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |