Structure of persistently prominent stocks in financial dynamics

DOI10.1088/1742-5468/AD0F91MaRDI QIDQ6620190zbMATH OpenFDO

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

Publication date 16 October 2024

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

Full work available at URL https://doi.org/10.1088/1742-5468/AD0F91

zbMATH Keywords

econophysicsfinancial dynamicsstock market

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

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

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