Showing 1 - 10 of 38
In an analysis of the US, the UK, and the German stock market we find a change in the behavior based on the stock's beta values. Before 2006 risky trades were concentrated on stocks in the IT and technology sector. Afterwards risky trading takes place for stocks from the financial sector. We...
Persistent link: https://www.econbiz.de/10011265870
In this paper we analyze transitions in the stock markets of the US, the UK, and Germany. For all this markets we find that while the markets were focused on stocks from the IT and technology sector around the year 2000, this focus has vanished and the markets have mostly moved towards a focus...
Persistent link: https://www.econbiz.de/10011120335
We analyze the stock prices of the S&P market from 1987 to 2012 with the covariance matrix of the firm returns determined in time windows of several years. The eigenvector belonging to the leading eigenvalue (market) exhibits in its long term time dependence a phase transition with an order...
Persistent link: https://www.econbiz.de/10010886861
We analyze the stock prices of the S&P market from 1987 until 2012 with the covariance matrix of the firm returns determined in time windows of several years. The eigenvector belonging to the leading eigenvalue (market) exhibits in its long term time dependence a phase transition with an order...
Persistent link: https://www.econbiz.de/10010667408
Persistent link: https://www.econbiz.de/10004746904
Persistent link: https://www.econbiz.de/10004750296
Persistent link: https://www.econbiz.de/10002969232
Persistent link: https://www.econbiz.de/10002969322
Persistent link: https://www.econbiz.de/10015150340
Persistent link: https://www.econbiz.de/10015150341