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Collective behavior of cryptocurrency price changes
16 references·7 citing·29 second hop
Collective behavior of cryptocurrency price changes (2018)Collective behavior of cryptocurrency pri…Extreme risk spillover network: application to financial institutions (2017)Extreme risk spillover networ…Evolutionary dynamics of the cryptocurrency market (2017)Evolutionary dynamics of the …Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks (2016)Correlation Structure and Evo…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Physical approach to complex systems (2012)Physical approach to complex …Evolution of worldwide stock markets, correlation structure, and correlation-based graphs (2011)Evolution of worldwide stock …A tool for filtering information in complex systems (2005)A tool for filtering informat…Random matrix approach to cross correlations in financial data (2002)Random matrix approach to cro…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Universal 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…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…The Econometrics of Financial Markets (1998)The Econometrics of Financial…Power Law Scaling for a System of Interacting Units with Complex Internal Structure (1998)Power Law Scaling for a Syste…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Cryptocurrency co-investment network: token returns reflect investment patterns (2024)Cryptocurrency co-investment …Geographical modelling of language decline (2023)Geographical modelling of lan…Applying Artificial Intelligence in Cryptocurrency Markets: A Survey (2022)Applying Artificial Intellige…Principal component analysis based construction and evaluation of cryptocurrency index (2020)Principal component analysis …Does herding behavior exist in cryptocurrency market? (2020)Does herding behavior exist i…Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 (2020)Complexity in Economic and So…Signatures of the Crypto-Currency Market Decoupling from the Forex (2019)Signatures of the Crypto-Curr…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Statistical tests for power-law cross-correlated processes (2011)Multifractal analysis of financial markets: a review (2019)The Behavior of Stock-Market Prices (1965)The Matthew Effect in Science (1968)The Pricing of Options and Corporate Liabilities (1973)Detrended cross-correlation analysis consistently extended to multifractality (2014)Multiscale characteristics of the emerging global cryptocurrency market (2020)Théorie de la spéculation (1900)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Power Laws in Economics and Finance (2009)Introduction to Econophysics (1999)Quantifying cross-correlations using local and global detrending approaches (2009)A network perspective of the stock market (2010)Portfolio Selection: Efficient Diversification of Investments (1959)Generalized autoregressive conditional heteroskedasticity (1986)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Portfolio Selection: Efficient Diversification of Investments. (1962)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The Sharpe Ratio (1994)Betting against beta (2013)Dynamics of market correlations: Taxonomy and portfolio analysis (2003)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)
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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 1999Hierarchical structure in financial markets2,073 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1999Noise Dressing of Financial Correlation Matrices1,244 cited
  • 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series1,017 cited
  • 2002Random matrix approach to cross correlations in financial data936 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2012Physical approach to complex systems517 cited
  • 1998Power Law Scaling for a System of Interacting Units with Complex Internal Structure267 cited
  • 2017Extreme risk spillover network: application to financial institutions264 cited
  • 2011Evolution of worldwide stock markets, correlation structure, and correlation-based graphs242 cited
  • 1998The Econometrics of Financial Markets239 cited
  • 2017Evolutionary dynamics of the cryptocurrency market233 cited

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2016
Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks
220 cited

Cited by

  • 2020Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-1989 cited
  • 2019Signatures of the Crypto-Currency Market Decoupling from the Forex69 cited
  • 2022Applying Artificial Intelligence in Cryptocurrency Markets: A Survey42 cited
  • 2020Does herding behavior exist in cryptocurrency market?39 cited
  • 2020Principal component analysis based construction and evaluation of cryptocurrency index32 cited
  • 2024Cryptocurrency co-investment network: token returns reflect investment patterns15 cited
  • 2023Geographical modelling of language decline3 cited