Examinando por Materia "MERCADO DE CAPITALES - ESTADOS UNIDOS"

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    Asset Pricing using a Network Approach
    (Universidad EAFIT, 2019) Isaza Cadavid, Juan Esteban; Restrepo Tobón, Diego Alexander; Pulido Tamayo, Sergio
    This paper approaches the U.S. stock market as a network and explains stocks’ returns by taking into account community formation among securities and its centrality inside the network. This approach differs from the ones previously reported in that it analyzes complex systems of connected assets and considers characteristics generally ignored in financial markets.