How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective

8 March 2021 12:57

How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective

New article! Congratulations to Darya Yuferova, Mathijs Van Dijk, Dominik Rösch, Richard Roll, Dion Bongaerts on their new article in Management Science, “How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective"