“…Various studies have looked at integration from multiple perspectives, such as stock market inefficiency and the impact of developed markets on developing markets (Goyal & Mittal, 2018; Seth & Sharma, 2015; Srikanth & Aparna, 2012; Wen et al, 2019), price changes and volatile returns (Challa et al, 2018; Srikanth & Aparna, 2012; Subha & Nambi, 2010). To the best of the researcher’s knowledge, no study focuses on financial market integration through tradable assets, as cross-listed assets illustrate the pricing spillover effect of markets across the world (Akdag et al, 2020; Erdoğan et al, 2020; Nandy & Chattopadhyay, 2019; Wahid et al, 2019). More importantly, the current study revolves around addressing the following questions:…”