Fiedor, Paweł - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 180-188
In this paper we analyse the importance of sectors and market efficiency on developed and emerging financial markets. To perform this we analyse New York Stock Exchange between 2004 and 2013 and Warsaw Stock Exchange between 2000 and 2013. To find out the importance of sectors we construct...
