1. Information and volatility linkage under external shocks: Evidence from dually listed Australian stocks
Vaira T. Alaganar, a and Ramaprasad Bhar
International Review of Financial Analysis
Volume 11, Issue 1, 2002, Pages 59-71

2. The international transmission of stock prices disruption in October 1987
Paul Bennett
Jeanette Kelleher
Federal Reserve Bank of New York Quarterly Review
:1988:17-33