SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Taxonomy of stock market indices
10 references·16 citing·35 second hop
Taxonomy of stock market indices (2000)Taxonomy of stock market indicesUniversal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Universal and Nonuniversal Pr…Noise Dressing of Financial Correlation Matrices (1999)Noise Dressing of Financial C…Introduction to Econophysics (1999)Introduction to EconophysicsHierarchical structure in financial markets (1999)Hierarchical structure in fin…THE ECONOMETRICS OF FINANCIAL MARKETS (1998)THE ECONOMETRICS OF FINANCIAL…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Turbulence and financial markets (1996)Turbulence and financial mark…Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Do Bulls and Bears Move Acros…An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…The Random Character of Stock Market Prices. (1965)The Random Character of Stock…Structure and dynamics of stock market in times of crisis (2015)Structure and dynamics of sto…Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns (2015)Analysis of Correlation Based…Networks in financial markets based on the mutual information rate (2014)Networks in financial markets…Correlation and network analysis of global financial indices (2012)Correlation and network analy…Topology of the correlation networks among major currencies using hierarchical structure methods (2010)Topology of the correlation n…Topological properties of stock market networks: The case of Brazil (2010)Topological properties of sto…Network structure of cross-correlations among the world market indices (2009)Network structure of cross-co…Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series (2008)Topological properties of sto…An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees (2008)An ever-closer union? Examini…Topology of foreign exchange markets using hierarchical structure methods (2007)Topology of foreign exchange …Correlation study of the Athens Stock Exchange (2007)Correlation study of the Athe…Systematic analysis of group identification in stock markets (2005)Systematic analysis of group …Degree stability of a minimum spanning tree of price return and volatility (2003)Degree stability of a minimum…A new method to estimate the noise in financial correlation matrices (2003)A new method to estimate the …Degree stability of a minimum spanning tree of price return and volatility (2002)Degree stability of a minimum…Levels of complexity in financial markets (2001)Levels of complexity in finan…A Theory of Intraday Patterns: Volume and Price Variability (1988)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Chapter 49 Arch models (1994)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Scaling behaviour in the dynamics of an economic index (1995)Turbulent cascades in foreign exchange markets (1996)Correlations in economic time series (1997)Volatility distribution in the S&P500 stock index (1997)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)Modern Portfolio Theory and Investment Analysis. (1982)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Random matrix approach to cross correlations in financial data (2002)Dynamics of market correlations: Taxonomy and portfolio analysis (2003)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Portfolio Selection: Efficient Diversification of Investments. (1962)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market (1992)Dynamic Volume-Return Relation of Individual Stocks (2002)Efficiency and the Bear: Short Sales and Markets Around the World (2007)A tool for filtering information in complex systems (2005)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Scaling of the distribution of fluctuations of financial market indices (1999)RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)Technical Analysis in Financial Markets (2004)Multifractal analysis of financial markets: a review (2019)Leverage Effect in Financial Markets: The Retarded Volatility Model (2001)The Home Court Advantage in International Corporate Litigation (2007)High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation (2010)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)Market Liquidity and Funding Liquidity (2008)
this work references cited by second hop

References

  • 1997The Econometrics of Financial Markets5,007 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 1999Introduction to Econophysics1,831 cited
  • 1999Noise Dressing of Financial Correlation Matrices1,244 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
  • 1989An Econometric Analysis of Nonsynchronous Trading798 cited
  • 1965The Random Character of Stock Market Prices.382 cited
  • 1996Turbulence and financial markets358 cited
  • 1998THE ECONOMETRICS OF FINANCIAL MARKETS230 cited

Cited by

  • 2010Topological properties of stock market networks: The case of Brazil157 cited
  • 2012Correlation and network analysis of global financial indices156 cited
  • 2014Networks in financial markets based on the mutual information rate150 cited
  • 2005Systematic analysis of group identification in stock markets145 cited
  • 2007Topology of foreign exchange markets using hierarchical structure methods142 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2003Degree stability of a minimum spanning tree of price return and volatility127 cited
  • 2002Degree stability of a minimum spanning tree of price return and volatility119 cited
  • 2007Correlation study of the Athens Stock Exchange108 cited
  • 2009Network structure of cross-correlations among the world market indices107 cited
  • 2010Topology of the correlation networks among major currencies using hierarchical structure methods102 cited
  • 2001Levels of complexity in financial markets94 cited
  • 2008An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees81 cited
  • 2015Structure and dynamics of stock market in times of crisis79 cited
  • 2003A new method to estimate the noise in financial correlation matrices78 cited
  • 2008Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series74 cited
  • 2015Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns71 cited