作者
Benjamin M Tabak, Thiago R Serra, Daniel O Cajueiro
发表日期
2010/8/15
期刊
Physica A: Statistical Mechanics and its Applications
卷号
389
期号
16
页码范围
3240-3249
出版商
North-Holland
简介
This paper investigates the topological properties of the Brazilian stock market networks. We build the minimum spanning tree, which is based on the concept of ultrametricity, using the correlation matrix for a variety of stocks of different sectors. Our results suggest that stocks tend to cluster by sector. We employ a dynamic approach using complex network measures and find that the relative importance of different sectors within the network varies. The financial, energy and material sectors are the most important within the network.
引用总数
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BM Tabak, TR Serra, DO Cajueiro - Physica A: Statistical Mechanics and its Applications, 2010