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dc.contributor.authorRoy, Ram Babu
dc.contributor.authorSarkar, Uttam Kumar
dc.descriptionRoy, Ram Babu, Indian Institute of Management Calcutta, Kolkata, 700 104, India; Sarkar, Uttam Kumar, Indian Institute of Management Calcutta, Kolkata, 700 104, India
dc.descriptionISSN/ISBN - 978-076954375-8
dc.descriptionDOI - 10.1109/ASONAM.2011.87
dc.description.abstractThis paper investigates the role of influential stocks in shaping the emergent system-level interdependence in global stock markets using a large set of stocks selected from major stock market indices from across the globe. We have proposed a method to identify influential stocks using various centrality measures used in social network analysis literature. Our study shows how these influential stocks provide key linkages in integrating the global stock markets as an interconnected system. We have also shown that the regional influence dominates over the economic sector influence in shaping the topological structure of stock market network. The study also captures the change in the topology of this network following the collapse of Lehman Brothers. © 2011 IEEE.
dc.publisherProceedings - 2011 International Conference on Advances in Social Networks Analysis and Mining, ASONAM 2011
dc.subjectFinancial crisis
dc.subjectMinimum spanning tree
dc.subjectNetwork approach
dc.subjectStock market
dc.titleA social network approach to examine the role of influential stocks in shaping interdependence structure in global stock markets
dc.typeConference Paper
Appears in Collections:Management Information Systems

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