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Business, Business Economics, Finance +11

Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series

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A new statistic and practical guidelines for nonparametric Granger causality testing

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Can Twitter Help Predict Firm-Level Earnings and Stock Returns?

Eli Bartov, Lucile Faurel, Partha S. Mohanram · The Accounting Review · 2017 · 607 citations · Full text

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