The paper defines and detects largest strong correlation balanced modules in statistically validated signed stock networks and shows they enlarge during Chinese market crises while rotating across sectors.
Correlation Struc ture and Evolution of World Stock Markets: Evidence from Pea rson and Partial Correlation-Based Networks
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Finding Core Balanced Modules in Statistically Validated Stock Networks
The paper defines and detects largest strong correlation balanced modules in statistically validated signed stock networks and shows they enlarge during Chinese market crises while rotating across sectors.