@article{macroscopicpropertiesofequitymarkets,
  title = {Macroscopic properties of equity markets: stylized facts and portfolio performance},
  author = {Steven Campbell and Qien Song and Ting-Kam Leonard Wong},
  year = {2024},
  eprint = {2409.10859},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2409.10859v3},
}