Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

Social Sciences, Economics, Finance +9

Further Evidence On Investor Overreaction and Stock Market Seasonality

Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1987 · 2.3K citations

Business, Economics, Finance +14

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

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Computing, Finance, Econometrics +15

Multifractal detrended cross-correlation analysis for two nonstationary signals

Wei‐Xing Zhou · Physical Review E · 2008 · 765 citations · Full text

Computing, Earth Sciences, Geophysics +15

Economic policy uncertainty and stock market volatility

Li Liu, Tao Zhang · Finance research letters · 2015 · 535 citations

Business, Economics, Finance +14