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World stock market: more sizeable trend reversal likely in February/March 2010
World stock market sizeable trend
2010/11/2
Based on our ”finance-prediction-oriented” methodology which involves such elements as log-periodic self-similarity, the universal preferred scaling factor 2, and allows a phenomenon of the ”super...
Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices
Universal nonuniversal world stock market indices
2010/11/2
The investigations of financial markets from a complex network perspective have unveiled many
phenomenological properties, in which the majority of these studies map the financial markets into one co...
Structural Breaks in the Mexico's Integration into the World Stock Market
International Asset Pricing Segmentation Emerging Markets Structural Breaks
2010/11/1
This article investigates the evolution of the Mexican stock market integration into the world
market. First, we estimate the time-varying Mexican degree of market integration using an
international...