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Stock network stability in times of crisis
11 references·6 citing·32 second hop
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this work references cited by second hop

References

  • 1999Hierarchical structure in financial markets2,073 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2003Dynamics of market correlations: Taxonomy and portfolio analysis767 cited
  • 2009Colloquium : Statistical mechanics of money, wealth, and income518 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2010A network perspective of the stock market397 cited
  • 2010Correlation, hierarchies, and networks in financial markets381 cited
  • 2003Dynamic asset trees and Black Monday304 cited
  • 2003Asset Trees and Asset Graphs in Financial Markets185 cited
  • 2007SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS147 cited

Cited by

  • 2021Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis97 cited
  • 2018Development of stock correlation networks using mutual information and financial big data91 cited
  • 2016A financial network perspective of financial institutions’ systemic risk contributions86 cited
  • 2017Financial networks based on Granger causality: A case study

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80 cited
  • 2015Structure and dynamics of stock market in times of crisis79 cited
  • 2015Collective Attention and Stock Prices: Evidence from Google Trends Data on Standard and Poor's 10037 cited