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Loss of structural balance in stock markets

We use rank correlations as distance functions to establish the interconnectivity between stock returns, building weighted signed networks for the stocks of seven European countries, the US and Japan. We establish the theoretical relationship between the level of balance in a network and stock predi...

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書目詳細資料
發表在:Sci Rep
Main Authors: Ferreira, Eva, Orbe, Susan, Ascorbebeitia, Jone, Álvarez Pereira, Brais, Estrada, Ernesto
格式: Artigo
語言:Inglês
出版: Nature Publishing Group UK 2021
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在線閱讀:https://ncbi.nlm.nih.gov/pmc/articles/PMC8190088/
https://ncbi.nlm.nih.gov/pubmed/34108544
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/s41598-021-91266-4
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