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Dynamics and Structure of the 30 Largest North American Companies

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  • Juan Brida

    ()

  • Wiston Risso

    ()

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File URL: http://hdl.handle.net/10.1007/s10614-009-9187-1
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Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 35 (2010)
Issue (Month): 1 (January)
Pages: 85-99

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Handle: RePEc:kap:compec:v:35:y:2010:i:1:p:85-99

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Web page: http://www.springerlink.com/link.asp?id=100248
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Related research

Keywords: Symbolic time series analysis; Cluster analysis; Financial asset returns; C10; C14; G10;

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References

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  1. Gafiychuk, V.V & Datsko, B.Yo & Izmaylova, J, 2004. "Analysis of data clusters obtained by self-organizing methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 341(C), pages 547-555.
  2. R. Mantegna, 1999. "Hierarchical structure in financial markets," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 11(1), pages 193-197, September.
  3. Kristin Forbes & Roberto Rigobon, 1999. "No Contagion, Only Interdependence: Measuring Stock Market Co-movements," NBER Working Papers 7267, National Bureau of Economic Research, Inc.
  4. V. V. Gafiychuk & B. Yo. Datsko & J. Izmaylova, 2004. "Analysis of Data Clusters Obtained by Self-Organizing Methods," Papers nlin/0402012, arXiv.org, revised Apr 2004.
  5. G. Bonanno & G. Caldarelli & F. Lillo & S. Micciché & N. Vandewalle & R. Mantegna, 2004. "Networks of equities in financial markets," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 38(2), pages 363-371, 03.
  6. Halinen, Aino & Tornroos, Jan-Ake, 2005. "Using case methods in the study of contemporary business networks," Journal of Business Research, Elsevier, vol. 58(9), pages 1285-1297, September.
  7. Brida, Juan G. & Punzo, Lionello F., 2003. "Symbolic time series analysis and dynamic regimes," Structural Change and Economic Dynamics, Elsevier, vol. 14(2), pages 159-183, June.
  8. R. Mantegna, 1999. "Hierarchical structure in financial markets," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 11(1), pages 193-197, September.
  9. Souma, Wataru & Aoyama, Hideaki & Fujiwara, Yoshi & Ikeda, Yuichi & Iyetomi, Hiroshi & Kaizoji, Taisei, 2006. "Correlation in business networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 151-155.
  10. G. Bonanno & F. Lillo & R. N. Mantegna, 2001. "High-frequency cross-correlation in a set of stocks," Quantitative Finance, Taylor and Francis Journals, vol. 1(1), pages 96-104.
  11. Hakansson, Hakan & Ford, David, 2002. "How should companies interact in business networks?," Journal of Business Research, Elsevier, vol. 55(2), pages 133-139, February.
  12. G. Bonanno & G. Caldarelli & F. Lillo & S. Micciche` & N. Vandewalle & R. N. Mantegna, 2004. "Networks of equities in financial markets," Papers cond-mat/0401300, arXiv.org.
  13. Halinen, Aino & Törnroos, Jan-Åke, 1998. "The role of embeddedness in the evolution of business networks," Scandinavian Journal of Management, Elsevier, vol. 14(3), pages 187-205, March.
  14. Mizuno, Takayuki & Takayasu, Hideki & Takayasu, Misako, 2006. "Correlation networks among currencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 364(C), pages 336-342.
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Citations

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Cited by:
  1. Cheong, Siew Ann & Fornia, Robert Paulo & Lee, Gladys Hui Ting & Kok, Jun Liang & Yim, Woei Shyr & Xu, Danny Yuan & Zhang, Yiting, 2011. "The Japanese economy in crises: A time series segmentation study," Economics Discussion Papers 2011-24, Kiel Institute for the World Economy.
  2. Janusz Mi\'skiewicz, 2012. "Network analysis of correlation strength between the most developed countries," Papers 1211.3599, arXiv.org.
  3. Cheong, Siew Ann & Fornia, Robert Paulo & Lee, Gladys Hui Ting & Kok, Jun Liang & Yim, Woei Shyr & Xu, Danny Yuan & Zhang, Yiting, 2012. "The Japanese economy in crises: A time series segmentation study," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6(5), pages 1-81.

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