activity
20042009
most citedThe Evolution of Interdependence in World Equity Markets - Evidence from Minimum Spanning Trees

188 citations · 457 across the 6 of their papers we have counts for

collaborators

7 papers

cond-mat.soft20092 cited

The origin of the strain-rate discontinuity in 2D foam rheometry with circular geometry

Denis Weaire, Robert J. Clancy, Stefan Hutzler

The observed discontinuity in strain-rate for a two-dimensional foam undergoing shear in a (circular) Couette system is explained in terms of the continuum (Herschel-Bulkley) model…

physics.soc-ph20073 cited

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…

physics.soc-ph200784 cited

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…

physics.soc-ph2006188 cited

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…

cond-mat.soft200674 cited

Two dimensional foam rheology with viscous drag

E. Janiaud, D. Weaire, S. Hutzler

We formulate and apply a continuum model that incorporates elasticity, yield stress, plasticity and viscous drag. It is motivated by the two-dimensional foam rheology experiments o…

physics.soc-ph2006106 cited

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…