Asian Economic Integration and Stock Market Comovement

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US Economic Policy Uncertainty and Co-Movements between Chinese and US Stock Markets (2017, unknown): “…2003, a QFII scheme was introduced whereby selected foreign institutions were allowed to buy A-shares. between the Chinese and other national stock markets, and embraces a large number of articles (See, e.g., Huang et al., 2000; Johnson and Soenen, 2002; Aloui, et al., 2011; and Wang et al., 2011).”
Stock market integration of emerging Asian economies: Patterns and causes (2014, background): “Hence, incorporating emerging Asian market stocks in an investment portfolio was seen as part of attempting to increase returns and reduce risks (Johnson and Soenen, 2002).”
A spatial analysis of international stock market linkages (2013, methodology): “Figure 1 shows the estimated 𝜌-values obtained from an SAR(1) model with varying numbers of neighbors for each market, where, for each number of neighbors, we use 50 randomly generated neighborhood matrices.”