SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Quantifying and interpreting collective behavior in financial markets
6 references·16 citing·33 second hop
Quantifying and interpreting collective behavior in financial markets (2001)Quantifying and interpreting collective b…Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Universal and Nonuniversal Pr…Statistical properties of the volatility of price fluctuations (1999)Statistical properties of the…Noise Dressing of Financial Correlation Matrices (1999)Noise Dressing of Financial C…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…A Langevin approach to stock market fluctuations and crashes (1998)A Langevin approach to stock …Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Emergence of statistically validated financial intraday lead-lag relationships (2015)Emergence of statistically va…The structure and resilience of financial market networks (2012)The structure and resilience …Evolvement of Uniformity and Volatility in the Stressed Global Financial Village (2012)Evolvement of Uniformity and …Correlation and network analysis of global financial indices (2012)Correlation and network analy…The Index cohesive effect on stock market correlations (2009)The Index cohesive effect on …Cross-correlation in financial dynamics (2009)Cross-correlation in financia…Cross-correlation dynamics in financial time series (2008)Cross-correlation dynamics in…A statistical physics view of financial fluctuations: Evidence for scaling and universality (2008)A statistical physics view of…Correlation study of the Athens Stock Exchange (2007)Correlation study of the Athe…Collective behavior of stock price movements in an emerging market (2007)Collective behavior of stock …An analysis of cross-correlations in an emerging market (2006)An analysis of cross-correlat…Systematic analysis of group identification in stock markets (2005)Systematic analysis of group …A new method to estimate the noise in financial correlation matrices (2003)A new method to estimate the …Self-organized complexity in economics and finance (2002)Self-organized complexity in …Dissecting financial markets: sectors and states (2002)Dissecting financial markets:…Similarities and differences between physics and economics (2001)Similarities and differences …Scaling behaviour in the dynamics of an economic index (1995)Introduction to Econophysics (1999)Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient (2013)Correlation and network topologies in global and local stock indices (2014)Effects of global financial crisis on network structure in a local stock market (2014)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Community Detection for Correlation Matrices (2015)A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (2021)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Institutional Investors and Stock Market Volatility (2006)Cross-correlations between volume change and price change (2009)Physical approach to complex systems (2012)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Temporal evolution of financial-market correlations (2011)Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree (2012)Systemic risk and spatiotemporal dynamics of the US housing market (2014)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Collective behavior of cryptocurrency price changes (2018)Development of stock correlation networks using mutual information and financial big data (2018)The Sharpe Ratio (1994)Betting against beta (2013)An introduction to statistical finance (2002)Statistical theory of the continuous double auction (2003)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)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)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)
this work references cited by second hop

References

  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 1999Noise Dressing of Financial Correlation Matrices1,244 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
  • 1999Statistical properties of the volatility of price fluctuations730 cited
  • 1998A Langevin approach to stock market fluctuations and crashes381 cited

Cited by

  • 2007Collective behavior of stock price movements in an emerging market161 cited
  • 2012Correlation and network analysis of global financial indices156 cited
  • 2005Systematic analysis of group identification in stock markets145 cited
  • 2009Cross-correlation in financial dynamics115 cited
  • 2012The structure and resilience of financial market networks110 cited
  • 2007Correlation study of the Athens Stock Exchange108 cited
  • 2009The Index cohesive effect on stock market correlations97 cited
  • 2008A statistical physics view of financial fluctuations: Evidence for scaling and universality92 cited
  • 2001Similarities and differences between physics and economics

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

86 cited
  • 2015Emergence of statistically validated financial intraday lead-lag relationships83 cited
  • 2002Self-organized complexity in economics and finance82 cited
  • 2012Evolvement of Uniformity and Volatility in the Stressed Global Financial Village80 cited
  • 2008Cross-correlation dynamics in financial time series79 cited
  • 2003A new method to estimate the noise in financial correlation matrices78 cited
  • 2006An analysis of cross-correlations in an emerging market76 cited
  • 2002Dissecting financial markets: sectors and states74 cited