2019
DOI: 10.1016/j.physa.2019.121800
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Complex networks analysis in Iran stock market: The application of centrality

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Cited by 25 publications
(13 citation statements)
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References 56 publications
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“…Because network centrality has a significant role in determining the internal structure of a financial network [ 99 ], in order to assign a company to the appropriate neuron (variable: cluster of centrality), I used four centrality measures dedicated to the directed network. The applied centrality measures reflect dissimilar premises and take into account a different type of central position of enterprise in the VMN.…”
Section: Methodsmentioning
confidence: 99%
“…Because network centrality has a significant role in determining the internal structure of a financial network [ 99 ], in order to assign a company to the appropriate neuron (variable: cluster of centrality), I used four centrality measures dedicated to the directed network. The applied centrality measures reflect dissimilar premises and take into account a different type of central position of enterprise in the VMN.…”
Section: Methodsmentioning
confidence: 99%
“…However, the phenomenon of stock co-movement has been studied in various studies such as Uddin et al [ 16 ], Spelta et al [ 17 ], Esmaeilpour Moghadam et al [ 18 ], Gkillas et al [ 19 ], and Gong and Dai [ 20 ], but research on the effect of ETFs on stock movements is limited. The swift expansion of ETFs has captured the interest of investors, regulators, and academics globally, leading to a surge in studies on their effects on the stock market.…”
Section: Review Of Literaturementioning
confidence: 99%
“…The use of complex network theory for the study of finance and financial markets can be found today in the works of Cao, Li, and Zhang (2017); Moghadam, Mohammadi, Kashani and Shakeri (2019); An, Gao, Guan, Li, and Liu (2016); Gao, Kurths, and Small (2016); Liu, Gao, Fang, Sun, Feng, Liu, and Guo (2018); Gao, An, Fang, Huang, Li, and Zhong (2015). The first group of scholars (Cao et al, 2017) considered the currency market (FX), which is an important part of the financial market.…”
Section: Analysis Of Recent Researchmentioning
confidence: 99%
“…Iranian researchers Moghadam et al (2019) became interested in the Tehran Stock Exchange. The results of the analysis of the centrality of the shares indicate that the shares with higher market capitalization, higher risk, higher volume of transactions and less debt ratio (i.e.…”
Section: Analysis Of Recent Researchmentioning
confidence: 99%