Information flow between composite stock index and individual stocks-Reference-Cited by-同舟云学术

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Information flow between composite stock index and individual stocks

Published:2008-05 Issue:12 Volume:387 Page:2851-2856
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Kwon Okyu,Yang Jae-Suk

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference21 articles.

1. The Economy as an Evolving Complex System II;Arthur,1997

2. An Introduction to Econophysics;Mantegna,2000

3. Theory of Financial Risks;Bouchaud,2000

4. Scaling in financial prices: II. Multifractals and the star equation

5. Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions

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