Vizgunov, A.; Goldengorin, B.; Zamaraev, V.; Kalyagin, V.; … - In: Journal of the New Economic Association 15 (2012) 3, pp. 66-81
We study the structural properties of Russian stock market by means of analysis of the corresponding market graph. For this graph we found the distribution of correlations, edge density, maximum cliques and maximum independent sets. We also study the evolution of the structural properties of the...