Index cohesive force analysis reveals that the US market became prone to systemic collapses since 2002.

BACKGROUND: The 2007-2009 financial crisis, and its fallout, has strongly emphasized the need to define new ways and measures to study and assess the stock market dynamics. METHODOLOGY/PRINCIPAL FINDINGS: The S&P500 dynamics during 4/1999-4/2010 is investigated in terms of the index cohesive force (...

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Bibliografiske detaljer

Principais autores:	Dror Y Kenett, Yoash Shapira, Asaf Madi, Sharron Bransburg-Zabary, Gitit Gur-Gershgoren, Eshel Ben-Jacob
Format:	Artigo
Sprog:	Inglês
Udgivet:	Public Library of Science (PLoS) 2011-01-01
Serier:	PLoS ONE
Online adgang:	http://europepmc.org/articles/PMC3083438?pdf=render
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