Loss of structural balance in stock markets
Abstract We use rank correlations as distance functions to establish the interconnectivity between stock returns, building weighted signed networks for the stocks of seven European countries, the US and Japan. We establish the theoretical relationship between the level of balance in a network and st...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Publishing Group
2021-06-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-021-91266-4 |