News-implied linkages and local dependency in the equity market (Q6108277): Difference between revisions

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Revision as of 12:57, 1 August 2024

scientific article; zbMATH DE number 7704473
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News-implied linkages and local dependency in the equity market
scientific article; zbMATH DE number 7704473

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    News-implied linkages and local dependency in the equity market (English)
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    29 June 2023
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    spatial asset pricing model
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    weak and strong cross-sectional dependence
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    local dependency
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    networks
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    big data
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    large heterogeneous panel
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