Sudden shock and stock market network structure characteristics: A comparison of past crisis events
Authors:
- Chengying HeCHChengying He
- Zhang WenZWZhang Wen
- Ke HuangKHKe Huang
- Xiaoqin JiXJXiaoqin Ji
Open Access
- 7 May 2022
- journal article
- research article
- Published by Elsevier in Technological Forecasting and Social Change
- Vol. 180
Abstract
No abstract availableKeywords
This publication has 56 references indexed in Scilit:
- Econometric measures of connectedness and systemic risk in the finance and insurance sectorsJournal of Financial Economics, 2012
- The Impact of Uncertainty ShocksEconometrica, 2009
- Some unique properties of eigenvector centralitySocial Networks, 2007
- Generalizations of the clustering coefficient to weighted complex networksPhysical Review E, 2007
- Do Noise Traders Move Markets?SSRN Electronic Journal, 2006
- Clustering and information in correlation based financial networksThe European Physical Journal B, 2004
- The stability of centrality measures when networks are sampledSocial Networks, 2003
- How Relevant is Volatility Forecasting for Financial Risk Management?Review of Economics and Statistics, 2000
- A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of ReturnReview of Economics and Statistics, 1987
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973