The dynamic cross-correlations between foreign news, local news and stock returns
Authors:
- Wei ZhangWZWei Zhang
- Yi LiYLYi Li
- Zuochao ZhangZZZuochao Zhang
- Dehua ShenDehua Shen
- 1 November 2018
- journal article
- research article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 509, 861-872
Abstract
No abstract availableKeywords
Funding Information
- National Natural Science Foundation of China (71790594, 71701150)
- Young Elite Scientists Sponsorship Program by Tianjin, PR China (TJSQNTJ-2017-09)
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