188 citations · 457 across the 6 of their papers we have counts for
3 papers · 1 filter
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…
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…
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…