8Chan,K.,C.Chan,G.A.Karolyi,1991.Intraday Volatility in the Stock Index and Stock Index Futures Markets,Review of Financial Studies,Vol.4: 657-84.
9Fung Hung G.,W,Lee and W.K.Leung,2000,Segmentation of the A and B share Chinese equity markets,Journal of Financial Studies,vol.3.281-307.
10Bwo-Nung Huang, Chin-Wei Yang, John Wei-Shan Hu.Causality and cointegration of stock markets among the United States. Japan, and the South China Growth Triangle[J].International Review of Financial Analysis,2000,Vol.9,Iss.3;P281-304.