Connectedness among stocks and tail risk: Evidence from China
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DOI: 10.1111/irfi.12320
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Cited by:
- Hu, Zhijun & Sun, Ping-Wen, 2024. "Salience theory, investor sentiment, and commonality in sentiment: Evidence from the Chinese stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
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