Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics
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DOI: 10.1016/j.physa.2012.02.008
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- Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
- Tang, Jinjun & Wang, Yinhai & Wang, Hua & Zhang, Shen & Liu, Fang, 2014. "Dynamic analysis of traffic time series at different temporal scales: A complex networks approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 303-315.
- de Pontes, Lucca Siebra & Rêgo, Leandro Chaves, 2022. "Impact of macroeconomic variables on the topological structure of the Brazilian stock market: A complex network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- Yong Tang & Jason Jie Xiong & Zi-Yang Jia & Yi-Cheng Zhang, 2018. "Complexities in Financial Network Topological Dynamics: Modeling of Emerging and Developed Stock Markets," Complexity, Hindawi, vol. 2018, pages 1-31, November.
- Chen, Kun & Luo, Peng & Sun, Bianxia & Wang, Huaiqing, 2015. "Which stocks are profitable? A network method to investigate the effects of network structure on stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 224-235.
- Chuangxia Huang & Xian Zhao & Renli Su & Xiaoguang Yang & Xin Yang, 2022. "Dynamic network topology and market performance: A case of the Chinese stock market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1962-1978, April.
- Cao, Guangxi & Zhang, Qi & Li, Qingchen, 2017. "Causal relationship between the global foreign exchange market based on complex networks and entropy theory," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 36-44.
- Sehrish Kayani & Usman Ayub & Imran Abbas Jadoon, 2019. "Adaptive Market Hypothesis and Artificial Neural Networks: Evidence from Pakistan," Global Regional Review, Humanity Only, vol. 4(2), pages 190-203, June.
- Marcello Esposito, 2021. "Stock marketsas a network: from description to inference," LIUC Papers in Economics 2021-10, Cattaneo University (LIUC).
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Keywords
Stock markets; Complex networks; Clustering; Determinism; Multifractality;All these keywords.
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