Networks of causal relationships in the U.S. stock market

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Cites work

A Random Graph Model for Power Law Graphs
Computational study of the US stock market evolution: a rank correlation-based network model
Depth-First Search and Linear Graph Algorithms
Emergence of Scaling in Random Networks
Estimating the dimension of a model
scientific article; zbMATH DE number 1250597 (Why is no real title available?)
scientific article; zbMATH DE number 1869203 (Why is no real title available?)
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Mining market data: a network approach
Statistical analysis of financial networks
Testing for unit roots in autoregressive-moving average models of unknown order
The $25,000,000,000 Eigenvector: The Linear Algebra behind Google
The Structure and Function of Complex Networks

Cited in

(8)

Dynamic contagion of systemic risks on global main equity markets based on Granger causality networks
STOCK MARKET DIFFERENCES IN CORRELATION-BASED WEIGHTED NETWORK
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Dynamic analysis of influential stocks based on conserved networks
Cliometrics of world stock markets evolving networks
Ultra-small world detection in networks: subgraphs with prescribed distance distributions
A measure of bivariate long memories in financial time series with applications to Granger causality networks
Identification of stock market forces in the system adaptation framework

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