@misc{Gałązka_Marek_Characteristics_2010,
 author={Gałązka, Marek},
 year={2010},
 rights={Pewne prawa zastrzeżone na rzecz Autorów i Wydawcy},
 publisher={Uniwersytet Ekonomiczny we Wrocławiu},
 description={Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2010; Nr 141, s. 128-136},
 language={eng},
 abstract={In this paper a network structure of the Polish Stock Market (PSM), one of the emerging markets, is studied. The conceptions: Minimum Spanning Tree (MST) and Weighted Random Graph (WRG), constructed among companies listed on this stock exchange, are compared. In these models every vertex is a stock and the weight assigned to each edge in WRG is the cross-correlation coefficient. The Influence-Strength (IS) is defined at every vertex in both models: in WRG as the sum of the weights on the edges upon that vertex, in MST as the vertex degree. The IS distribution follows a power law with exponent r = 1.6 in WRG and 5 = 2.2 in MST. The both results show that there must be a few stocks whose price fluctuations can powerfully influence the price dynamics of other stocks in the same market. In both cases these are the same companies.},
 title={Characteristics of the Polish Stock Market Correlations},
 type={artykuł},
 keywords={emerging markets, scale-free network, complex system, random graph, financial correlations},
}