@article{networkmomentumacrossassetclasses,
  title = {Network Momentum across Asset Classes},
  author = {Xingyue and Pu and Stephen Roberts and Xiaowen Dong and Stefan Zohren},
  year = {2023},
  eprint = {2308.11294},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2308.11294v1},
}