News-implied linkages and local dependency in the equity market (Q6108277)
From MaRDI portal
scientific article; zbMATH DE number 7704473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | News-implied linkages and local dependency in the equity market |
scientific article; zbMATH DE number 7704473 |
Statements
News-implied linkages and local dependency in the equity market (English)
0 references
29 June 2023
0 references
spatial asset pricing model
0 references
weak and strong cross-sectional dependence
0 references
local dependency
0 references
networks
0 references
big data
0 references
large heterogeneous panel
0 references
0 references
