and two other major stock markets in the South Asian region: India and Pakistan. Main stock indices of Sri Lanka, India … both markets. It is evident that the intraday effect from Pakistan to Sri Lanka is stronger than the same effect from India … Sri Lanka to India. Evidence for the presence of volatility spillovers between these three South Asian economies makes the …

potential investors they provide in the long-term. This study examines the stock market cointegration between India and south …

largest neighboring (India) equity markets as sources of information spillover. Our results show that equity returns in all … these South Asian markets have positive autocorrelation. The equity markets of India, Pakistan, and Sri Lanka have some … Bangladesh and Nepal, in contrast, lack both global and regional integration. We find limited evidence of neighborhood (India …