Výrost, Tomáš; Lyócsa, Štefan; Baumöhl, Eduard - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 262-276
20 developed markets from 2nd January 2006 to 31st December 2013. The data is properly aligned to take into account non-synchronous … trading effects. The study of the resulting networks of over 94 sub-samples revealed three significant findings. First, after …