188 citations · 381 across the 4 of their papers we have counts for
4 papers
Study of the Correlations Between Stocks of Different Markets
Ricardo Coelho, Peter Richmond, Stefan Hutzler +1
We study correlations of a set of stocks selected from both the New York and London stock exchanges. Results are displayed using both Random Matrix Theory approach and the graphica…
Double power laws in income and wealth distributions
Ricardo Coelho, Peter Richmond, Joseph Barry +1
Close examination of wealth distributions reveal the existence of two distinct power law regimes. The Pareto exponents of the super-rich, identified for example in rich lists such…
The Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees
Ricardo Coelho, Claire G. Gilmore, Brian Lucey +2
The minimum spanning tree is used to study the process of market integration for a large group of national stock market indices. We show how the asset tree evolves over time and de…
Sector analysis for a FTSE portfolio of stocks
R. Coelho, S. Hutzler, P. Repetowicz +1
Using a portfolio of stocks from the London Stock Exchange FTSE100 index (FTSE), we study both the time dependence of their correlations and the normalized tree length of the assoc…