A MAP OF THE BRAZILIAN STOCK MARKET-Reference-Cited by-同舟云学术

A MAP OF THE BRAZILIAN STOCK MARKET

Published:2012-07 Issue:05 Volume:15 Page:1250042
ISSN:0219-5259
Container-title:Advances in Complex Systems
language:en
Short-container-title:Advs. Complex Syst.

Author:

SANDOVAL LEONIDAS¹

Affiliation:

1. Insper, Instituto de Ensino e pesquisa, Rua Quatá, 300, São Paulo, SP, 04546-2400, Brazil

Abstract

The correlation matrix of stocks returns is used in order to create maps of the São Paulo Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data refer to the year 2010, and the correlations between stock returns lead to the construction of a minimum spanning tree and of asset graphs with a variety of threshold values. The results are analyzed using techniques of network theory. Also, using data from 2007 to 2010, a study is made on the dynamics of the network formed by stocks from that same stock exchange.

Publisher

World Scientific Pub Co Pte Lt

Subject

Control and Systems Engineering

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219525912500427

Reference41 articles.

1. Clusters or networks of economies? A macroeconomy study through Gross Domestic Product

2. The World Trade Network

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