Which of the Following Statements Is False

Which of the following statements is false?

A) The US stock markets are by far the most influential with respect to their effect on other stock markets
B) There is not a significant amount of multilateral interaction among national stock markets
C) Developments in the US stock markets are rapidly transmitted to other stock markets
D ) Richard Roll's 1988 study found that out of 23 international stock markets studied, 19 markets declined by more than 20% immediately following the US market crash of October 1987