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Systematic extreme correlation of Chinese stock market
Long, Jun, (2024)
High and Low Frequency Correlations in Global Equity Markets
Engle, Robert F., (2011)
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing, (2019)
Downside risk for short long hedgers
Demirer, Rıza, (2003)
Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza, (2004)
Comparisons of short and long hedge performance : the case of Taiwan
Demirer, Rıza, (2005)