1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PM2024
Longitudinal market structure detection using a dynamic modularity-spectral algorithm
Philipp Wirth, Francesca Medda, Thomas Schröder
In this paper, we introduce the Dynamic Modularity-Spectral Algorithm (DynMSA), a novel approach to identify clusters of stocks with high intra-cluster correlations and low inter-c…
q-fin.TR2022★ 1 cited
How Covid mobility restrictions modified the population of investors in Italian stock markets
Paola Deriu, Fabrizio Lillo, Piero Mazzarisi +3
This paper investigates how Covid mobility restrictions impacted the population of investors of the Italian stock market. The analysis tracks the trading activity of individual inv…