✦ LIBER ✦

Revisiting stock market index correlations

✍ Scribed by Mehmet Dalkir

Book ID: 116494827
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 195 KB
Volume: 6
Category: Article
ISSN: 1544-6123
DOI: 10.1016/j.frl.2008.11.004

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Index cohesive effect on stock marke

The Index cohesive effect on stock market correlations

✍ Y. Shapira; D. Y. Kenett; E. Ben-Jacob 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 730 KB

REVISITING MARKET EFFICIENCY: THE STOCK

REVISITING MARKET EFFICIENCY: THE STOCK MARKET AS A COMPLEX ADAPTIVE SYSTEM

✍ Michael J. Mauboussin 📂 Article 📅 2002 🏛 John Wiley and Sons ⚖ 161 KB

Characteristics of the Korean stock mark

Characteristics of the Korean stock market correlations

✍ Woo-Sung Jung; Seungbyung Chae; Jae-Suk Yang; Hie-Tae Moon 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 202 KB

We establish in this study a network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. Based on this analysis, it is found that the Korean stock market does not form the clusters of the business sectors or of the industr

Characteristics of the Polish Stock Mark

Characteristics of the Polish Stock Market correlations

✍ Marek Gałązka 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 532 KB

Stock market correlations between China

Stock market correlations between China and its emerging market neighbors

✍ Shamila A. Jayasuriya 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 465 KB

Modelling Stock Market Volatility || Ind

Modelling Stock Market Volatility || Index

✍ , 📂 Article 📅 1996 🏛 Elsevier ⚖ 939 KB