Dynamics of investor spanning trees around dot-com bubble

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dc.contributor Aalto-yliopisto fi
dc.contributor Aalto University en
dc.contributor.author Ranganathan, Sindhuja
dc.contributor.author Kivelä, Mikko
dc.contributor.author Kanniainen, Juho
dc.date.accessioned 2018-08-01T13:36:15Z
dc.date.available 2018-08-01T13:36:15Z
dc.date.issued 2018-06-01
dc.identifier.citation Ranganathan , S , Kivelä , M & Kanniainen , J 2018 , ' Dynamics of investor spanning trees around dot-com bubble ' PLoS ONE , vol 13 , no. 6 , e0198807 , pp. 1-14 . DOI: 10.1371/journal.pone.0198807 en
dc.identifier.issn 1932-6203
dc.identifier.other PURE UUID: e8ca66c1-aadd-4fcf-a750-60e31bfc07c7
dc.identifier.other PURE ITEMURL: https://research.aalto.fi/en/publications/dynamics-of-investor-spanning-trees-around-dotcom-bubble(e8ca66c1-aadd-4fcf-a750-60e31bfc07c7).html
dc.identifier.other PURE LINK: http://www.scopus.com/inward/record.url?scp=85048956491&partnerID=8YFLogxK
dc.identifier.other PURE FILEURL: https://research.aalto.fi/files/26393631/journal.pone.0198807.pdf
dc.identifier.uri https://aaltodoc.aalto.fi/handle/123456789/32952
dc.description.abstract 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 nonfinancial 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. en
dc.format.extent 1-14
dc.format.mimetype application/pdf
dc.language.iso en en
dc.relation.ispartofseries PLoS ONE en
dc.relation.ispartofseries Volume 13, issue 6 en
dc.rights openAccess en
dc.subject.other Biochemistry, Genetics and Molecular Biology(all) en
dc.subject.other Agricultural and Biological Sciences(all) en
dc.subject.other 113 Computer and information sciences en
dc.title Dynamics of investor spanning trees around dot-com bubble en
dc.type A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä fi
dc.description.version Peer reviewed en
dc.contributor.department Tampere University of Technology
dc.contributor.department Department of Computer Science
dc.subject.keyword Biochemistry, Genetics and Molecular Biology(all)
dc.subject.keyword Agricultural and Biological Sciences(all)
dc.subject.keyword 113 Computer and information sciences
dc.identifier.urn URN:NBN:fi:aalto-201808014353
dc.identifier.doi 10.1371/journal.pone.0198807
dc.type.version publishedVersion


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