Search Results - subject:"Stock correlation network"

Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market

Liu, Wei; Ma, Qianting; Liu, Xiaoxing - In: Finance research letters 45 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014575316

Effects of common factors on stock correlation networks and portfolio diversification

Eom, Cheoljun; Park, Jong Won - In: International review of financial analysis 49 (2017), pp. 1-11

Persistent link: https://www.econbiz.de/10011741216

Network analysis of a financial market based on genuine correlation and threshold method

Namaki, A.; Shirazi, A.H.; Raei, R.; Jafari, G.R. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 3835-3841

A financial market is an example of an adaptive complex network consisting of many interacting units. This network reflects market’s behavior. In this paper, we use Random Matrix Theory (RMT) notion for specifying the largest eigenvector of correlation matrix as the market mode of stock...

Persistent link: https://www.econbiz.de/10010874740

A network analysis of the Chinese stock market

Huang, Wei-Qiang; Zhuang, Xin-Tian; Yao, Shuang - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 14, pp. 2956-2964

network reflecting the market’s behavior. In this paper, we use a threshold method to construct China’s stock correlation … network and then study the network’s structural properties and topological stability. We conduct a statistical analysis of …

Persistent link: https://www.econbiz.de/10010588695