Physica A Statistical Mechanics and its Applications · 2018 · 17 citations · 42 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsTime Series AnalysisAsset Return ModelingCapital MarketsForeign Exchange MarketsInternational Financial MarketsNews MediaTemporal Dependence ModelingCorrelation DynamicsCross-section Of Asset ReturnsDynamic Conditional Correlation ModelsFinancial News SentimentInternational Correlation StructureReturn Correlation AnalysisReturns ForecastingStock Market Returns
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Gur Huberman · Review of Financial Studies · 2001 · 1.9K citations