Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient

By Gangjin Wang, Chi Xie, Shou Chen, Jiao-Jiao Yang, Ming-Yan Yang. 2013

127 citations recorded by the source corpus.

Subfields: Condensed Matter Physics, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/b37ad9551343e33efa1782fd3bc98624ee9e10f1

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

1. Gangjin Wang
2. Chi Xie

In Economics and Econometrics

1. Gangjin Wang
2. Chi Xie

In Finance

1. Chi Xie
2. Gangjin Wang

Citations in the corpus

• Correlation structure and dynamics of international real estate securities markets: A network perspective (2015, methodology): “[22–24,57,58].”