output
20092026
most citedCorrelation of financial markets in times of crisis

290 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2012 · q-fin.GNShow all

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q-fin.GN2012★ 30 cited

To lag or not to lag? How to compare indices of stock markets that operate at different times

Leonidas Sandoval Junior

Financial markets worldwide do not have the same working hours. As a consequence, the study of correlation or causality between financial market indices becomes dependent on wether…