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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| Hauptverfasser: | , , , , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Public Library of Science (PLoS)
2011-01-01
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| Schriftenreihe: | PLoS ONE |
| Online-Zugang: | http://europepmc.org/articles/PMC3083438?pdf=render |
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