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    RMT Assessments of the Market Latent Information Embedded in the Stocks' Raw, Normalized, and Partial Correlations by Dror Y. Kenett, Yoash Shapira, Eshel Ben-Jacob

    Published 2009-01-01
    “…The analysis was performed on stocks belonging to the New York and Tel Aviv Stock Exchange, for the time period of January 2000 to March 2009. …”
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    Article
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