Cross correlations in an emerging market financial data

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dc.authorid0000-0002-6270-966Xen_US
dc.contributor.authorÇukur, Sadık
dc.contributor.authorEryiğit, Mehmet
dc.contributor.authorEryiğit, Resul
dc.date.accessioned2021-06-23T19:20:21Z
dc.date.available2021-06-23T19:20:21Z
dc.date.issued2007
dc.departmentBAİBÜ, İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümüen_US
dc.description.abstractWe report the results of a study of the spectral properties of the correlation matrix of price fluctuations in the stock prices in an emerging market (Istanbul Stock Exchange Market) by using random matrix theory. Although properties such as the distributions of correlation matrix elements, eigenvalue spacings and components of the eigenvectors show similar trends to those observed for the other markets, the eigenvalue distribution is found to be markedly different compared to similar studies. (c) 2006 Elsevier B.V. All rights reserved.en_US
dc.identifier.doi10.1016/j.physa.2006.10.074
dc.identifier.endpage564en_US
dc.identifier.issn0378-4371
dc.identifier.issn1873-2119
dc.identifier.scopus2-s2.0-33846138718en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage555en_US
dc.identifier.urihttps://doi.org/10.1016/j.physa.2006.10.074
dc.identifier.urihttps://hdl.handle.net/20.500.12491/6100
dc.identifier.volume376en_US
dc.identifier.wosWOS:000244398100052en_US
dc.identifier.wosqualityQ2en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.institutionauthorÇukur, Sadık
dc.institutionauthorEryiğit, Mehmet
dc.institutionauthorEryiğit, Resul
dc.language.isoenen_US
dc.publisherElsevier Science Bven_US
dc.relation.ispartofPhysica A-Statistical Mechanics And Its Applicationsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectfinancial cross-correlationsen_US
dc.subjectrandom matrixen_US
dc.subjectemerging marketsen_US
dc.subjectIstanbul Stock Exchange Marketen_US
dc.titleCross correlations in an emerging market financial dataen_US
dc.typeArticleen_US

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