Cargando…
The effect of self-organizing map architecture based on the value migration network centrality measures on stock return. Evidence from the US market
Complex financial systems are the subject of current research interest. The notion of complex network is used for understanding the value migration process. Based on the stock data of 498 companies listed in the S&P500, the value migration network has been constructed using the MST-Pathfinder fi...
Autor principal: | Siudak, Dariusz |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9624434/ https://www.ncbi.nlm.nih.gov/pubmed/36318540 http://dx.doi.org/10.1371/journal.pone.0276567 |
Ejemplares similares
-
Dynamic relationships between industry returns and stock market returns
por: Lee, Chien-Chiang, et al.
Publicado: (2013) -
Quantifying Stock Return Distributions in Financial Markets
por: Botta, Federico, et al.
Publicado: (2015) -
Reaction of stock market returns to COVID-19 pandemic and lockdown policy: evidence from Nigerian firms stock returns
por: Raifu, Isiaka Akande, et al.
Publicado: (2021) -
Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India
por: Hiremath, Gourishankar S, et al.
Publicado: (2014) -
Stock selection with random forest: An exploitation of excess return in the Chinese stock market
por: Tan, Zheng, et al.
Publicado: (2019)