Haoyuan Feng, Jie Wu, Kun Guo. Liquidity Commonality Effect in Stock Market and Risk Correlation from the Perspective of Complex Network. In Yubin Liu, Yong Shi 0001, Yong Wang, Daji Ergu, Daniel Berg, James M. Tien, Jianping Li 0001, Yingjie Tian, editors, Proceedings of the 8th International Conference on Information Technology and Quantitative Management, ITQM 2020 & 2021, Developing Global Digital Economy after COVID-19, July 9-11, 2021, Chengdu, China. Volume 199 of Procedia Computer Science, pages 725-732, Elsevier, 2021. [doi]
@inproceedings{FengWG21,
title = {Liquidity Commonality Effect in Stock Market and Risk Correlation from the Perspective of Complex Network},
author = {Haoyuan Feng and Jie Wu and Kun Guo},
year = {2021},
doi = {10.1016/j.procs.2022.01.090},
url = {https://doi.org/10.1016/j.procs.2022.01.090},
researchr = {https://researchr.org/publication/FengWG21},
cites = {0},
citedby = {0},
pages = {725-732},
booktitle = {Proceedings of the 8th International Conference on Information Technology and Quantitative Management, ITQM 2020 & 2021, Developing Global Digital Economy after COVID-19, July 9-11, 2021, Chengdu, China},
editor = {Yubin Liu and Yong Shi 0001 and Yong Wang and Daji Ergu and Daniel Berg and James M. Tien and Jianping Li 0001 and Yingjie Tian},
volume = {199},
series = {Procedia Computer Science},
publisher = {Elsevier},
}