Mishra, Sagarika and Dhole, Sandip 2014, Stock price comovement: evidence from India, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..
This working paper was later published in the journal 'Emerging Markets Finance and Trade' and is available online: http://www.dx.doi.org/10.1080/1540496X.2015.1061381
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