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Fixing soft margins, , and . Journal of International Economics, 34 (3-4): 359--374 (May 1993)The inefficiency of Reuters foreign exchange quotes, and . Journal of Banking & Finance, 22 (3): 347--366 (March 1998)Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange, and . Journal of International Money and Finance, 16 (3): 387--414 (June 1997)Increasing correlations or just fat tails?, , , and . Journal of Empirical Finance, 15 (2): 287--309 (March 2008)Are foreign issuers complying with Regulation Fair Disclosure?, , and . Journal of International Financial Markets, Institutions and Money, 17 (3): 246--260 (July 2007)