The 21st century : cluster formation in the S&P 500

Detalhes bibliográficos
Autor(a) principal: Göbel, Maximilian
Data de Publicação: 2018
Outros Autores: Araújo, Tanya
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/16024
Resumo: Since the beginning of the new millennium, investing in the stock market must have felt like a ride on the roller-coaster. The market went through every state between long-time troughs, trade suspensions and all-time highs.Such turbulent periods give all kinds of portfolio managers a hard time, with correlations of stock returns frequently varying. A deeper understanding of the dynamics within the market and the interlinkages between industry sectors is not only of added value to stock market participants, but also to policy makers,being responsible for implementing measures to counteract possible future macroeconomic imbalances. Therefore, this paper tries to uncover the community structure in the S&P 500 in the years 2000 through 2015 with additional focus on the effect of the Great Recession - especially on the financial sector.
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spelling The 21st century : cluster formation in the S&P 500Since the beginning of the new millennium, investing in the stock market must have felt like a ride on the roller-coaster. The market went through every state between long-time troughs, trade suspensions and all-time highs.Such turbulent periods give all kinds of portfolio managers a hard time, with correlations of stock returns frequently varying. A deeper understanding of the dynamics within the market and the interlinkages between industry sectors is not only of added value to stock market participants, but also to policy makers,being responsible for implementing measures to counteract possible future macroeconomic imbalances. Therefore, this paper tries to uncover the community structure in the S&P 500 in the years 2000 through 2015 with additional focus on the effect of the Great Recession - especially on the financial sector.ISEG - REM - Research in Economics and MathematicsRepositório da Universidade de LisboaGöbel, MaximilianAraújo, Tanya2018-10-01T12:28:32Z2018-072018-07-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/16024engGöbel, Maximilian e Tanya Araújo (2018). "The 21st century : cluster formation in the S&P 500". Instituto Superior de Economia e Gestão – REM Working paper nº 043 - 20182184-108Xinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:45:54Zoai:www.repository.utl.pt:10400.5/16024Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:01:31.988014Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv The 21st century : cluster formation in the S&P 500
title The 21st century : cluster formation in the S&P 500
spellingShingle The 21st century : cluster formation in the S&P 500
Göbel, Maximilian
title_short The 21st century : cluster formation in the S&P 500
title_full The 21st century : cluster formation in the S&P 500
title_fullStr The 21st century : cluster formation in the S&P 500
title_full_unstemmed The 21st century : cluster formation in the S&P 500
title_sort The 21st century : cluster formation in the S&P 500
author Göbel, Maximilian
author_facet Göbel, Maximilian
Araújo, Tanya
author_role author
author2 Araújo, Tanya
author2_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Göbel, Maximilian
Araújo, Tanya
description Since the beginning of the new millennium, investing in the stock market must have felt like a ride on the roller-coaster. The market went through every state between long-time troughs, trade suspensions and all-time highs.Such turbulent periods give all kinds of portfolio managers a hard time, with correlations of stock returns frequently varying. A deeper understanding of the dynamics within the market and the interlinkages between industry sectors is not only of added value to stock market participants, but also to policy makers,being responsible for implementing measures to counteract possible future macroeconomic imbalances. Therefore, this paper tries to uncover the community structure in the S&P 500 in the years 2000 through 2015 with additional focus on the effect of the Great Recession - especially on the financial sector.
publishDate 2018
dc.date.none.fl_str_mv 2018-10-01T12:28:32Z
2018-07
2018-07-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/16024
url http://hdl.handle.net/10400.5/16024
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Göbel, Maximilian e Tanya Araújo (2018). "The 21st century : cluster formation in the S&P 500". Instituto Superior de Economia e Gestão – REM Working paper nº 043 - 2018
2184-108X
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv ISEG - REM - Research in Economics and Mathematics
publisher.none.fl_str_mv ISEG - REM - Research in Economics and Mathematics
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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instacron_str RCAAP
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