Phase transition in the S&P stock market
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- Matthias Raddant & Friedrich Wagner, 2013. "Phase Transition in the S&P Stock Market," Papers 1306.2508, arXiv.org, revised Jun 2015.
References listed on IDEAS
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Citations
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Cited by:
- Matthias Raddant & Friedrich Wagner, 2017.
"Transitions in the stock markets of the US, UK and Germany,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(2), pages 289-297, February.
- Raddant, Matthias & Wagner, Friedrich, 2014. "Transitions in the stock markets of the US, UK, and Germany," Kiel Working Papers 1979, Kiel Institute for the World Economy (IfW).
- Matthias Raddant & Friedrich Wagner, 2015. "Transitions in the Stock Markets of the US, UK, and Germany," Papers 1504.06113, arXiv.org.
- Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016. "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, vol. 56(C), pages 239-246.
More about this item
Keywords
stock price correlations; CAPM; S&P500;JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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