BATTEN, JONATHAN A.; MORGAN, PETER; SZILAGYI, PETER G. - In: The Singapore Economic Review (SER) 60 (2015) 01, pp. 1550006-1
We employ an asset pricing framework with varying estimation lengths to show that there has been an increasing degree of integration between Asian and international stock markets, but very little with Japan. This finding is consistent with prior studies and highlights the impact of recent...