How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network

Yong Tang, Jason Jie Xiong, Yong Luo, Yi-Cheng Zhang. How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network. Int. J. Electronic Commerce, 23(1):85-109, 2019. [doi]

@article{TangXLZ19,
  title = {How Do the Global Stock Markets Influence One Another? Evidence from Finance Big Data and Granger Causality Directed Network},
  author = {Yong Tang and Jason Jie Xiong and Yong Luo and Yi-Cheng Zhang},
  year = {2019},
  doi = {10.1080/10864415.2018.1512283},
  url = {https://doi.org/10.1080/10864415.2018.1512283},
  researchr = {https://researchr.org/publication/TangXLZ19},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Electronic Commerce},
  volume = {23},
  number = {1},
  pages = {85-109},
}