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作者：King,M.A. and S.Wadhwani.  
发表刊物 Review of financial studies,1990(3): 5-33




文献题目：Do Bulls and Bear Move Across Borders? International Transmission of stock return sand volatility[J].
作者：Lin,W, R.Engle and K.Ito.

发表刊物：Review of financial studies, 1994, Vol.7: 507-538.
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