A Social Network Approach to Examine the Role of Influential Stocks in Shaping Interdependence Structure in Global Stock Markets.
Ram Babu RoyUttam Kumar SarkarPublished in: ASONAM (2011)
Keyphrases
- stock market
- stock data
- social networks
- stock exchange
- stock price
- financial data
- trading rules
- stock returns
- short term
- financial time series
- financial markets
- social network analysis
- network structure
- stock trading
- technical indicators
- financial news
- monetary policy
- social roles
- stock market data
- garch model
- non stationary