Spotting the stock and crypto markets' rings of fire: measuring change proximities among spillover dependencies within inter and intra-market asset classes.
Hendra SetiawanMoinak BhaduriPublished in: Appl. Netw. Sci. (2023)
Keyphrases
- financial markets
- stock price
- stock market
- trading systems
- prediction markets
- market prices
- market data
- trading strategies
- market share
- double auction
- electronic markets
- stock exchange
- market equilibrium
- asset allocation
- trading agents
- stock data
- online markets
- chinese stock market
- asset management
- financial data
- transaction costs
- portfolio selection
- convertible bonds
- digital goods
- short term
- stock trading
- consumer products
- market participants
- electricity markets
- news articles
- bidding strategies
- network effects
- portfolio management