290 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Inspire InstituteUS3 papers
- Institut National de Santé PubliqueCI3 papers
- Universidade do Estado do Rio de JaneiroBR2 papers
- Vienna University of Economics and BusinessAT2 papers
- Arizona State UniversityUS1 paper
- Benemérita Universidad Autónoma de PueblaMX1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- École Centrale de LilleFR1 paper
- Education and Research InstituteUS1 paper
- Fundo BrasilBR1 paper
- Institut d'Anàlisi EconòmicaES1 paper
- Institut de Chimie Moléculaire et des Matériaux d'OrsayFR1 paper
Showing 2012Show all
2 papers · 1 filter
q-fin.GN2012★ 30 cited
To lag or not to lag? How to compare indices of stock markets that operate at different times
Leonidas Sandoval Junior
Financial markets worldwide do not have the same working hours. As a consequence, the study of correlation or causality between financial market indices becomes dependent on wether…
q-fin.PM2012★ 11 cited
Building portfolios of stocks in the São Paulo Stock Exchange using Random Matrix Theory
Leonidas Sandoval Junior, Adriana Bruscato, Maria Kelly Venezuela
By using Random Matrix Theory, we build covariance matrices between stocks of the BM&F-Bovespa (Bolsa de Valores, Mercadorias e Futuros de São Paulo) which are cleaned of some of t…