M.MASIH, A.; MASIH, R. Intra-Market Price Discovery in an Emerging Stock Market: Vector Fractionally-Integrated Error Correction Model and Toda-Yamamoto Level VAR Approaches. Asian Journal of Business and Accounting, [S. l.], v. 1, n. 1, p. 93–112, 2008. Disponível em: https://ajba.um.edu.my/index.php/AJBA/article/view/2191. Acesso em: 27 feb. 2026.