Public news arrival and cross-asset correlation breakdown

Kin Yip Ho, Wai Man Liu, Jing Yu*

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    4 Citations (Scopus)

    Fingerprint

    Dive into the research topics of 'Public news arrival and cross-asset correlation breakdown'. Together they form a unique fingerprint.
    Sort by

    Economics, Econometrics and Finance