Journal of forecasting. 2001;20(2):145-160. doi: 10.1002/1099-131x(200103)20:2<145::aid-for787>3.0.co;2-5 Q12.72025
Cross-correlations and predictability of stock returns
股票收益的交叉相关性和可预测性
DOI: 10.1002/1099-131x(200103)20:2<145::aid-for787>3.0.co;2-5
摘要