Linear response theory in stock markets

Linear response theory relates the response of a system to a weak external force with its dynamics in equilibrium, subjected to fluctuations. Here, this framework is applied to financial markets; in particular we study the dynamics of a set of stocks from the NASDAQ during the last 20 years. Because...

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Detalles Bibliográficos
Autores principales: Puertas, Antonio M., Trinidad-Segovia, Juan E., Sánchez-Granero, Miguel A., Clara-Rahora, Joaquim, de las Nieves, F. Javier
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8630003/
https://www.ncbi.nlm.nih.gov/pubmed/34845245
http://dx.doi.org/10.1038/s41598-021-02263-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8630003/
https://www.ncbi.nlm.nih.gov/pubmed/34845245
http://dx.doi.org/10.1038/s41598-021-02263-6

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