Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle

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Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets (2010, background): “For instance Huang et al. (2000) analysed short- and long-run relationships among two leading international stock markets (i.”
International portfolio diversification to Central European stock markets (2004, background): “…consistent in all studies, as absence or weak cointegration was concluded in some cases (e.g. for European markets: Gallagher, 1995; Booth et al., 1997; Pynnonen and Knif, 1998; Gerrits and Yuce, 1999; for world markets: Choudhry, 1994; Kwan et al., 1995; Defusco et al., 1996; Huang et al., 2000).”
US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets (2017, unknown): “1 By the end of 2014, more than 280 companies from 20 countries registered as QFIIs in China, the total QFIIs’ investment capital exceeded 400 billion US dollars, and there were more than 49 US companies with 60 billion US dollars or more of investment capital.”
The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration? (2010, background): “In addition, emerging markets may have greater leptokurtosis, with more pronounced fluctuations (see also Huang et al., 2000).”