Identifying states of global financial market based on information flow network motifs
Year of publication: |
2021
|
---|---|
Authors: | Xie, Wen-Jie ; Yong, Yang ; Wei, Na ; Yue, Peng ; Zhou, Wei-Xing |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-11
|
Subject: | Clustering | Global stock market | Information flow | Market state | Network motifs | Internationaler Finanzmarkt | International financial market | Welt | World | Aktienmarkt | Stock market | Informationsverbreitung | Information dissemination | Globalisierung | Globalization |
-
Impact of global stock exchanges on the Indian stock market : an empirical investigation
Raikar, Aniket, (2015)
-
Econometric analysis of international financial markets
Dimpfl, Thomas, (2010)
-
How beneficial is international stock market information in domestic stock market trading?
Ibrahim, Boulis Maher, (2014)
- More ...
-
Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
Xie, Wen-jie, (2014)
-
Learning representation of stock traders and immediate price impacts
Xie, Wen-Jie, (2021)
-
Correlation structure and principal components in the global crude oil market
Dai, Yue-hua, (2016)
- More ...