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Will the US Economy Recover in 2010? A Minimal Spanning Tree Study
US economic sectors macroeconomic cycle financial crisis
2010/10/21
Based on the temporal distributions of clustered segments in the time series of the ten Dow Jones US (DJUS) economic sector indices, we calculated their cross correlations over the period February 20...
The effect of a market factor on information flow between stocks using minimal spanning tree
market factor stocks minimal spanning tree
2010/11/1
We empirically investigated the effects of market factors on the information flow created from
N(N −1)/2 linkage relationships among stocks. We also examined the possibility of employing the mi...