188 citations · 1.1k across the 44 of their papers we have counts for
Showing 2006 · physics.soc-phShow all
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physics.soc-ph2006★ 188 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…
physics.soc-ph2006★ 50 cited
A Roof over your Head; House Price Peaks in the UK and Ireland
Peter Richmond
We analyse, following recent work of Roehner, changes in house prices for both the UK and Ireland. We conclude that prices in London have reached a tipping point and prices relativ…
physics.soc-ph2006★ 106 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…