Correlation study of the Athens Stock Exchange

By Antonios Garas, P. Argyrakis. 2007

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A Network Approach to Portfolio Selection (2016, methodology): “…the market skeleton.11 This technique has been widely applied to several country-specific stock markets including the US (Bonanno et al., 2004; Onnela et al., 2003), Korean (Jung et al., 2006), Greek (Garas and Argyrakis, 2007) and Chinese (Huang, Zhuang, and Yao, 2009) markets among others.”
Topological properties of stock market networks: The case of Brazil (2010, background): “Furthermore, there is ample evidence that it is possible to study the topological properties of financial networks, which have an associated meaningful economic taxonomy [2,3,9–17,6,7,5,4,18,19].”
Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange (2009, background): “More recently, Garas and Argyrakis (2007) using daily closing prices from the Athens stock exchange for the 1987–2004 period, find that correlations between stocks during a crisis period become stronger implying lower efficiency.”