A network perspective of the stock market

By C. K. Tse, Jing Liu, Francis Chung-Ming Lau. 2010

393 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/78d7f144772c877bf9e03c8bfa6a63f97d30a108

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Gangjin Wang
2. Chi Xie
3. Raphael Heiko Heiberger
4. Qing Li

In Statistical and Nonlinear Physics

1. Gangjin Wang
2. Raphael Heiko Heiberger
3. B. Liu
4. Sinno Jialin Pan
5. Qing Li
6. Chi Xie

Citations in the corpus

• Correlation structure and dynamics of international real estate securities markets: A network perspective (2015, methodology): “2 The other correlation network-based methods contain the correlation threshold method [30], the market graph [27], the winner-take-all method [5], and the partial correlation PMFG [31].”
• Stock network stability in times of crisis (2014, methodology): “Several filteringmethods have been successfully used to achieve such a reduction, for instance minimal spanning trees (MST) [2–5], planar graphs [6], average linkage MST [7], dynamic MST and asset graphs [8–10] or the winner-take-all approach [11] which is, for instance, applied in Ref.”
• Exploiting Social Relations and Sentiment for Stock Prediction (2014, background): “Financial network models study the correlations of stocks in a graph-based view (Tse et al., 2010; Mantegna, 1999; Vandewalle et al., 2001; On-nela et al., 2003; Bonanno et al., 2001).”