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Multidimensional minimal spanning tree: The Dow Jones case
15 references·2 citing·43 second hop
Multidimensional minimal spanning tree: The Dow Jones case (2008)Multidimensional minimal spanning tree: T…Social Organizations: Interaction inside, outside and between Organizations (2009)Social Organizations: Interac…Networks of equities in financial markets (2004)Networks of equities in finan…Levels of complexity in financial markets (2001)Levels of complexity in finan…Local order, entropy and predictability of financial time series (2000)Local order, entropy and pred…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…The role of embeddedness in the evolution of business networks (1998)The role of embeddedness in t…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Cross-Security Tests of the Mixture of Distributions Hypothesis (1986)Cross-Security Tests of the M…The relationship between volume and price variability in futures markets (1981)The relationship between volu…The Dependence of Prices and Volume (1978)The Dependence of Prices and …The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models (1977)The Distribution of Common St…Stock Prices and Heteroscedasticity (1976)Stock Prices and Heteroscedas…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…The Volume of Transactions and Price Changes on the New York Stock Exchange (1970)The Volume of Transactions an…Analysis of cross-correlations between financial markets after the 2008 crisis (2013)Analysis of cross-correlation…Exploring the dynamics of the efficiency in the Italian hospitality sector. A regional case study (2012)Exploring the dynamics of the…The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis (1976)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)The Strength of Weak Ties (1973)Economic Action and Social Structure: The Problem of Embeddedness (1985)The Economic Institutions of Capitalism (1987)Global production networks and the analysis of economic development (2002)‘Spatial’ relationships? Towards a reconceptualization of embedded ness (2004)Using case methods in the study of contemporary business networks (2004)The Behavior of Stock-Market Prices (1965)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Correlations in Price Changes and Volatility across International Stock Markets (1990)The variation of certain speculative prices (1997)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)The Price Variability-Volume Relationship on Speculative Markets (1983)Models of Stock Returns--A Comparison (1984)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Portfolio Selection: Efficient Diversification of Investments (1959)The Econometrics of Financial Markets (1997)Complex network-based time series analysis (2007)A network perspective of the stock market (2010)Correlation of financial markets in times of crisis (2011)The Econometrics of Financial Markets (2012)The Information Content of Annual Earnings Announcements (1968)ARCH modeling in finance (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The Analysis of Economic Time-Series-Part I: Prices (1953)The Random Character of Stock Market Prices (1968)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Organizations and meta-organizations (2005)Organization outside organizations: the significance of partial organization (2010)Event System Theory: An Event-Oriented Approach to the Organizational Sciences (2015)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)
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References

  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,398 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1999Hierarchical structure in financial markets2,104 cited
  • 2004Networks of equities in financial markets403 cited
  • 1998The role of embeddedness in the evolution of business networks364 cited
  • 1986Cross-Security Tests of the Mixture of Distributions Hypothesis276 cited
  • 2009Social Organizations: Interaction inside, outside and between Organizations189 cited
  • 1978The Dependence of Prices and Volume172 cited
  • 1977The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models152 cited
  • 1970The Volume of Transactions and Price Changes on the New York Stock Exchange149 cited
  • 1981The relationship between volume and price variability in futures markets139 cited
  • 1976Stock Prices and Heteroscedasticity104 cited
  • 2001Levels of complexity in financial markets94 cited
  • 2000Local order, entropy and predictability of financial time series

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  • 2013Analysis of cross-correlations between financial markets after the 2008 crisis54 cited
  • 2012Exploring the dynamics of the efficiency in the Italian hospitality sector. A regional case study29 cited