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The number of trading days (out of total 3334 days) that have at least one Granger-causality test (from lag 1 to lag 5) with a significant result at 0.1 level.

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Figshare2023-01-20 更新2026-04-28 收录
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The rows are the responses and the columns are the hypotheses tested in the Granger causality tests stated in Eq (9) and Eq (10).

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2023-01-20
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