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Analyzing the Long Term Cohesive Effect of Sector Specific Driving Forces

Financial markets are partially composed of sectors dominated by external driving forces, such as commodity prices, infrastructure and other indices. We characterize the statistical properties of such sectors and present a novel model for the coupling of the stock prices and their dominating driving...

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Veröffentlicht in:PLoS One
Hauptverfasser: Berman, Yonatan, Ben-Jacob, Eshel, Zhang, Xin, Shapira, Yoash
Format: Artigo
Sprache:Inglês
Veröffentlicht: Public Library of Science 2016
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4816528/
https://ncbi.nlm.nih.gov/pubmed/27031230
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0152487
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