Bolgorian, Meysam; Raei, Reza - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 18, pp. 3822-3827
We construct a network of the Tehran stock market based on the cross-correlation of trading volume of stocks both for fundamentalists and chartists. In order to investigate the dynamics of expectations of fundamentalists and chartists over time we introduced a homogeneity coefficient. Our...