Correlation between agricultural markets in dynamic perspective—Evidence from China and the US futures markets

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

Social Sciences, Economics, Econometrics +6

Random Walks in Stock Market Prices

Eugene F. Fama · Financial Analysts Journal · 1995 · 1.2K citations

Engineering, Economics, Finance +14

Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility

Wen-Ling Lin, Robert F. Engle, Takatoshi Ito · Review of Financial Studies · 1994 · 903 citations

Social Sciences, Economics, Finance +17

Multifractal detrended cross-correlation analysis for two nonstationary signals

Wei‐Xing Zhou · Physical Review E · 2008 · 765 citations · Full text

Computing, Earth Sciences, Geophysics +15

Price Movements and Price Discovery in Futures and Cash Markets

Kenneth D. Garbade, William L. Silber · The Review of Economics and Statistics · 1983 · 648 citations

Agriculture, Economics, Finance +17