If you liked A measure of stock market integration for developed and emerging markets by Korajczyk, Robert A., start with The pricing of forward and futures contracts for foreign exchange (1983) and Asset pricing and portfolio performance (1999). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 The pricing of forward and futures contracts for foreign exchange 1983 · 115 pages · Korajczyk, Robert A. · Same author
  2. 2 Asset pricing and portfolio performance 1999 · 384 pages · Korajczyk, Robert A. · Same author

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BookOrb recommends The pricing of forward and futures contracts for foreign exchange (1983) and Asset pricing and portfolio performance (1999).

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A measure of stock market integration for developed and emerging markets is by Korajczyk, Robert A..