1.

   TITLE: Correlations in Price Changes and Volatility across International Stock Markets
    AUTHOR: Yasushi Hamao, Ronald W Masulis, Victor Ng
    Journal:The Review of Financial Studies, 1990
2.
TITLE: Information Role of U.S. Futures Trading in a Global Financial Market
AUTHOR: Hung-Gay Fung , Wai K. Leung , Xiaoqing Eleanor Xu

Journal :Journal of Futures Markets 2001  Volume 21 Issue 11, Pages 1071 - 1090