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An Outlook on Correlations in Stock Prices

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  • Anirban Chakraborti

Abstract

We present an outlook of the studies on correlations in the price timeseries of stocks, discussing the construction and applications of "asset tree". The topic discussed here should illustrate how the complex economic system (financial market) enrichens the list of existing dynamical systems that physicists have been studying for long.

Suggested Citation

  • Anirban Chakraborti, 2006. "An Outlook on Correlations in Stock Prices," Papers physics/0605246, arXiv.org.
    • Handle: RePEc:arx:papers:physics/0605246
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    Cited by:

    1. Kiran Sharma & Shreyansh Shah & Anindya S. Chakrabarti & Anirban Chakraborti, 2016. "Sectoral co-movements in the Indian stock market: A mesoscopic network analysis," Papers 1607.05514, arXiv.org.
    2. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
    3. Gayatri Tilak & Tamas Szell & Remy Chicheportiche & Anirban Chakraborti, 2012. "Study of statistical correlations in intraday and daily financial return time series," Papers 1204.5103, arXiv.org.
    4. Gayatri Tilak & Tamás Szell & Rémy Chicheportiche & Anirban Chakraborti, 2011. "Study of statistical correlations in intraday and daily financial return time series," Post-Print hal-00827947, HAL.

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