Dynamic patterns of daily lead-lag networks in stock markets
Yongli Li, Chao Liu, Tianchen Wang and Baiqing Sun
| Year of publication: |
2021
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|---|---|
| Authors: | Li, Yongli ; Liu, Chao ; Wang, Tianchen ; Sun, Baiqing |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 12, p. 2055-2068
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| Subject: | Complex network | Lead-lag effect | Lead-lag network | Power-law distribution | Stock market | Aktienmarkt | Netzwerk | Network | Unternehmensnetzwerk | Business network | Börsenkurs | Share price | Lag-Modell | Lag model | Soziales Netzwerk | Social network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1916067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012696814