Dynamics of investor spanning trees around dot-com bubble.

Ranganathan, Sindhuja; Kivelä, Mikko; Kanniainen, Juho

Ranganathan, Sindhuja; Kivelä, Mikko; Kanniainen, Juho.

Afiliación

Ranganathan S; Laboratory of Industrial and Information Management/Tampere University of Technology, Tampere, Finland.
Kivelä M; Department of Computer Science, School of Science/Aalto University, Espoo, Finland.
Kanniainen J; Laboratory of Industrial and Information Management/Tampere University of Technology, Tampere, Finland.

PLoS One ; 13(6): e0198807, 2018.

Article en En | MEDLINE | ID: mdl-29897973

RESUMEN

We identify temporal investor networks for Nokia stock by constructing networks from correlations between investor-specific net-volumes and analyze changes in the networks around dot-com bubble. The analysis is conducted separately for households, financial, and non-financial institutions. Our results indicate that spanning tree measures for households reflected the boom and crisis: the maximum spanning tree measures had a clear upward tendency in the bull markets when the bubble was building up, and, even more importantly, the minimum spanning tree measures pre-reacted the burst of the bubble. At the same time, we find less clear reactions in the minimal and maximal spanning trees of non-financial and financial institutions around the bubble, which suggests that household investors can have a greater herding tendency around bubbles.

Asunto(s)

Inversiones en Salud; Administración Financiera; Humanos; Modelos Teóricos

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Texto completo: 1 Colección: 01-internacional Base de datos: MEDLINE Asunto principal: Inversiones en Salud Límite: Humans Idioma: En Revista: PLoS One Asunto de la revista: CIENCIA / MEDICINA Año: 2018 Tipo del documento: Article País de afiliación: Finlandia Pais de publicación: Estados Unidos

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