Looking into the Market Behaviors through the Lens of Correlations and Eigenvalues: An Investigation on the Chinese and US Markets Using RMT.
Yong TangJason Jie XiongZhitao ChengYan ZhuangKunqi LiJingcong XieYicheng ZhangPublished in: Entropy (2023)
Keyphrases
- electronic markets
- double auction
- prediction markets
- market share
- market equilibrium
- market participants
- online markets
- market data
- financial markets
- chinese stock market
- trading strategies
- electricity markets
- digital goods
- consumer products
- market prices
- bidding strategies
- information goods
- human behavior
- market conditions
- search costs
- correlation matrix
- listed companies
- business models
- electronic commerce
- covariance matrix
- principal components
- trading agents
- stock market
- spot market
- network effects
- electronic marketplaces
- word segmentation
- competitive market
- pricing strategies
- information technology
- stock price
- principal component analysis
- software agents
- eigenvalues and eigenvectors
- market clearing
- multi agent systems
- chinese text
- trading systems
- competitive advantage