Analyzing the Impact of COVID-19 on the Cross-Correlations between Financial Search Engine Data and Movie Box Office

Wang, RY; Xie, YJ; Chen, H; Jia, GZ

Jia, GZ (corresponding author), Sichuan Normal Univ, Coll Phys & Elect Engn, Chengdu 610000, Peoples R China.

FLUCTUATION AND NOISE LETTERS, 2021; 20 (5):

Abstract

This paper explores the COVID-19 influences on the cross-correlation between the movie market and the financial market. The nonlinear cross-correlatio......

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