Structure of persistently prominent stocks in financial dynamics

DOI10.1088/1742-5468/ad0f91MaRDI QIDQ6620190

Li-Xin Zhong, Xiaowen Sun, Guang Chen, Tian Qiu

Publication date: 16 October 2024

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

zbMATH Keywords

stock marketeconophysicsfinancial dynamics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Correlation based networks of equity returns sampled at different time horizons
• Dynamics of hierarchical clustering in stocks market during financial crises
• Stability of financial market driven by information delay and liquidity in delay agent-based model
• Cross-correlations between volume change and price change
• Stylized facts of financial markets and market crashes in Minority Games
• Microscopic models for long ranged volatility correlations

This page was built for publication: Structure of persistently prominent stocks in financial dynamics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620190)