Stock market integration and volatility spillover between India and its major Asian counterparties is studied. Apart from different degrees of correlations, contemporaneous intraday return spillovers between India and its Asian counterparts are found to be positively significant and...

With a view to know the interdependence of stock markets located all over the world and to realize the potential risk and rewards of global diversification, the present study presents a brief review of past literature on stock market integration in the international scenario. All the studies are...