The effect of a market factor on information flow between stocks using the minimal spanning tree
Year of publication: |
2010
|
---|---|
Authors: | Eom, Cheoljun ; Kwon, Okyu ; Jung, Woo-Sung ; Kim, Seunghwan |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 8, p. 1643-1652
|
Publisher: |
Elsevier |
Subject: | Econophysics | Minimal spanning tree | Information flow |
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