Details about Leonidas Sandoval Junior

Access statistics for papers by Leonidas Sandoval Junior.

Last updated 2025-01-14. Update your information in the RePEc Author Service.

Short-id: psa2129

Working Papers

2017

1. Correlations and Flow of Information between The New York Times and Stock Markets
   Papers, arXiv.org View citations (1)

2016

2. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets, European Journal of Operational Research, Elsevier (2017) View citations (68) (2017)

2014

3. Dynamics in two networks based on stocks of the US stock market
   Papers, arXiv.org View citations (1)

2013

4. A Map of the Brazilian Stock Market
   Papers, arXiv.org View citations (1)
5. Building portfolios of stocks in the S\~ao Paulo Stock Exchange using Random Matrix Theory
   Papers, arXiv.org View citations (1)
6. Structure and causality relations in a global network of financial companies
   Papers, arXiv.org View citations (1)
7. To lag or not to lag? How to compare indices of stock markets that operate at different times
   Papers, arXiv.org

2012

8. Survivability and centrality measures for networks of financial market indices
   Papers, arXiv.org

2011

9. Cluster formation and evolution in networks of financial market indices
   Papers, arXiv.org View citations (1)
10. Correlation of financial markets in times of crisis
    Papers, arXiv.org View citations (4)
11. Pruning a Minimum Spanning Tree
    Papers, arXiv.org
12. Shocks in financial markets, price expectation, and damped harmonic oscillators
    Papers, arXiv.org View citations (1)

Journal Articles

2017

1. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
   European Journal of Operational Research, 2017, 256, (3), 945-961 View citations (68)
   See also Working Paper Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets, MPRA Paper (2016) View citations (2) (2016)

2015

2. Dependency Relations among International Stock Market Indices
   JRFM, 2015, 8, (2), 1-39 View citations (41)

Undated

3. Networks of log returns and volatilities of international stock market indexes
   Journal of Network Theory in Finance