Benzaquen, M
Mastromatteo, I
Eisler, Z
Bouchaud, J-P
Journal title: Journal of Statistical Mechanics: Theory and Experiment
Article type: paper
Article title: Dissecting cross-impact on stock markets: an empirical analysis
Copyright information: © 2017 IOP Publishing Ltd and SISSA Medialab srl
Publication dates
Date received: 2016-11-02
Date accepted: 2016-12-12
Online publication date: 2017-02-13