Benefits of financial market integration across different economies have motivated a series of mergers and acquisitions, and electronic trading link-ups across regional financial markets. Drawing on institutional theory, we look beyond technological solutions to surface strategies in tackling the institutional challenges in the context of cross-border financial market integration. Through an interpretative case study of ASEAN Exchanges, we found that successful market integration requires the active lobbying of regulators to gain regulative legitimacy, peer socialization within the profession to attain normative legitimacy, and the reframing of mindsets through education, publicity and new symbolic artifacts to achieve cultural-cognitive legitimacy. Results highlight the importance for entrepreneurial focal actors to adopt an institutional lens and its respective strategies to enhance the success of technology implementation in a highly institutionalized context.