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- W2029339462 abstract "Abstract This paper investigates the topological properties of the Brazilian stock market networks. We build the minimum spanning tree, which is based on the concept of ultrametricity, using the correlation matrix for a variety of stocks of different sectors. Our results suggest that stocks tend to cluster by sector. We employ a dynamic approach using complex network measures and find that the relative importance of different sectors within the network varies. The financial, energy and material sectors are the most important within the network." @default.
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- W2029339462 date "2010-08-01" @default.
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- W2029339462 title "Topological properties of stock market networks: The case of Brazil" @default.
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- W2029339462 doi "https://doi.org/10.1016/j.physa.2010.04.002" @default.
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