Non-random topology of stock markets
By N. Vandewalle, F. Brisbois, X. Tordoir. 2001
141 citations recorded by the source corpus.
Subfields: Condensed Matter Physics, Economics and Econometrics, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/62114fd132d6f24facd5157cc718b71293ce300e
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Condensed Matter Physics
In Economics and Econometrics
- Gustavo Peralta
- C. K. Tse
- Abalfazl Zareei
- Jing Liu
- Francis Chung-Ming Lau
- Raphael Heiko Heiberger
- Gangjin Wang
- Chi Xie
In Statistical and Nonlinear Physics
- Gustavo Peralta
- C. K. Tse
- Abalfazl Zareei
- Jing Liu
- Francis Chung-Ming Lau
- Raphael Heiko Heiberger
- Gangjin Wang
- Chi Xie
Citations in the corpus
- A Network Approach to Portfolio Selection (2016, background): “Recently, several researchers have used the correlation (covariance) of returns to characterize the stock markets as a complex network ((Mantegna 1999), (Vandewalle et al. 2001), (Bonanno et al.”
- Topology of foreign exchange markets using hierarchical structure methods (2006, background): “Similar results topology was found for stocks on the Nasdaq, NYSE and AMEX [2, 15], with a power-law with degree 2.”
- A network perspective of the stock market (2010, methodology): “With reduced complexity, Vandewalle et al. (2001) observed a scalefree degree distribution in MST filtered networks of US stock prices.”