proxy, "co-attention", that measures the correlation in demand for market-wide information across stock markets approximated … news and fundamentals. Most importantly, we find a positive association between co-attention and excess correlation. This …

bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed as on one hand …

We propose a mechanism explaining the recent high positive correlation between cryptocurrencies and the stock market … micro-level pattern translates into a cross-asset class correlation as long as the two markets are not fully integrated. We …-traders exhibit a stronger correlation with Bitcoin, especially when the cross-asset retail volume is high …

different correlation structures of the investment alternatives, which was best predicted by the extended reinforcement model …. The results illustrate that simple reinforcement learning is sufficient to detect correlation between investments. …