Dynamics and Structure of the 30 Largest North American Companies
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 35 (2010)
Issue (Month): 1 (January)
|Contact details of provider:|| Web page: http://www.springerlink.com/link.asp?id=100248|
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kristin Forbes & Roberto Rigobon, 1999.
"No Contagion, Only Interdependence: Measuring Stock Market Co-movements,"
NBER Working Papers
7267, National Bureau of Economic Research, Inc.
- Kristin J. Forbes & Roberto Rigobon, 2002. "No Contagion, Only Interdependence: Measuring Stock Market Comovements," Journal of Finance, American Finance Association, vol. 57(5), pages 2223-2261, October.
- 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.
- Giovanni Bonanno & Fabrizio Lillo & Rosario N. Mantegna, 2000.
"High-frequency Cross-correlation in a Set of Stocks,"
cond-mat/0009350, arXiv.org, revised Nov 2000.
- G. Bonanno & F. Lillo & R. N. Mantegna, 2001. "High-frequency cross-correlation in a set of stocks," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 96-104.
- 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.
- 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.
- 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.
- Hakansson, Hakan & Ford, David, 2002. "How should companies interact in business networks?," Journal of Business Research, Elsevier, vol. 55(2), pages 133-139, February.
- 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.
- 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.
- 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.
- 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.
- 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.
- G. Bonanno & G. Caldarelli & F. Lillo & S. Micciche` & N. Vandewalle & R. N. Mantegna, 2004.
"Networks of equities in financial markets,"
- 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.
When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:35:y:2010:i:1:p:85-99. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F. Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.