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Sector dominance ratio analysis of financial markets

  • Published:2015-03 Issue: Volume:421 Page:488-509
  • 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:

Uechi Lisa,Akutsu Tatsuya,Stanley H. Eugene,Marcus Alan J.,Kenett Dror Y.

Funder

DTRA

ONR

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference48 articles.

1. Revisiting market efficiency: the stock market as a complex adaptive system;Mauboussin;J. Appl. Corp. Finance,2002

2. Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management;Bouchaud,2003

3. Why Stock Markets Crash: Critical Events in Complex Financial Systems;Sornette,2004

4. Correlation, hierarchies, and networks in financial markets;Tumminello;J. Econ. Behav. Organ.,2010

5. The Statistical Mechanics of Financial Markets;Voit,2005

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