APA (7th ed.) Citation

Jing, X., Xu, D., Li, B., & Singh, T. (2024). Does the U.S. extreme indicator matter in stock markets? International evidence. Financial Innovation, 10(1), 1. https://doi.org/10.1186/s40854-024-00610-w

Chicago Style (17th ed.) Citation

Jing, Xiaozhen, Dezhong Xu, Bin Li, and Tarlok Singh. "Does the U.S. Extreme Indicator Matter in Stock Markets? International Evidence." Financial Innovation 10, no. 1 (2024): 1. https://doi.org/10.1186/s40854-024-00610-w.

MLA (9th ed.) Citation

Jing, Xiaozhen, et al. "Does the U.S. Extreme Indicator Matter in Stock Markets? International Evidence." Financial Innovation, vol. 10, no. 1, 2024, p. 1, https://doi.org/10.1186/s40854-024-00610-w.