290 citations · 566 across the 11 of their papers we have counts for
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q-fin.GN2013★ 140 cited
Structure and causality relations in a global network of financial companies
Leonidas Sandoval Junior
This work uses the stocks of the 197 largest companies in the world, in terms of market capitalization, in the financial area in the study of causal relationships between them usin…
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.GN2011★ 8 cited
Shocks in financial markets, price expectation, and damped harmonic oscillators
Leonidas Sandoval Junior, Italo De Paula Franca
Using a modified damped harmonic oscillator model equivalent to a model of market dynamics with price expectations, we analyze the reaction of financial markets to shocks. In order…