[1]Li M.S., Zhao X. Neighborhood effect on stock price comovement[J]. The North American Journal of Economics and Finance, 2016, 35, 1-22.
[2]Jie L., Yongjie Z., Xu F., et al. Which kind of investor causes comovement[J]? Journal of International Financial Markets, Institutions and Money, 2019,61(1):1-15.
[3]Hirshleifer D., Teoh S. H. Limited attention, information disclosure, and financial reporting[J]. Journal of Accounting and Economics, 2003, 36(1):337-386.
[4]Anderson C., Beracha E. Robustness of the headquarters-city effect on stock returns[J]. Journal of Financial Research, 2008,31(3): 271–300.
[5]Coval J. D., Moskowitz T. J. Home bias at home: Local equity preference in domestic portfolios[J]. Journal of Finance, 1999,54(6): 2045–2073.
[6]French K., Poterba J. M. Investor diversification and international equity markets[J]. American Economic Review, 1991,81(2): 222–226.
[7]Kumar A., Page J. K., Spalt O. G. Investor sentiment and return comovements: Evidence from stock splits and headquarters changes[J]. Review of Finance, 2013,17(3), 921–953.
[8]Yang B. Communication, excess comovement and factor structures[J]. Journal of Business Finance & Accounting, 2013,40(9),1304–1325.
[9]Ertur, C., Musolesi, A. Weak and strong cross-sectional dependence:a panel data analysis of international technology diffusion[J]. Journal of Applied Econometrics, 2017, 32(3), 477-504.
[10]Michael S. D., Jared J., Darren T. R., Jacob R. T. The Comovement of Investor Attention[J]. Management Science, 2017,63(9):2847-2867.
[11]Fernández-Avilés G., Jose-María Montero, Alexei G. O. Spatial modeling of stock market comovement[J]. Finance Research Letters, 2012, 9(4): 202-212.
[12]Ahern K.R., Harford J. The importance of industry links in merger waves. Journal of Finance, 2014,69(2):527-576.
[13]Baron R. M. and Kenny D. A. The moderator–mediator variable distinction in social psychological research: Conceptual, strategic, and statistical considerations[J]. Journal of personality and social psychology, 1986,51(6): 1173-1182.
[14]Balconi M., Breschi S., Lissoni F. Networks of inventors and the role of academia: an exploration of Italian patent data[J]. Research Policy , 2004, 33(1), 127-145.
[15]Singh J. Collaborative networks as determinants of knowledge diffusion pattern[J]. Management Science, 2005,51(5):756-770.
[16]Gorea D, Radev D. The euro area sovereign debt crisis:Can contagion spread from the periphery to the core?[J]. International Review of Economics & Finance, 2014,30(3):78–100.