S. Ranganathan – Dynamics of Correlated Investors Network

Sindhuja Ranganathan (TUT)

Monday 2016-06-06 11.00 – 12.00

Lecture hall AS3, TUAS building

Dynamics of Correlated Investors Network

Complex networks methodology has been used in the past to analyse stock markets by analysing correlation networks constructed between stocks. Networks constructed between investors have received considerably less attention in the literature perhaps because of the lack of suitable data sources. In this talk I will outline how to construct and analyse investor networks from large-scale data on Finnish stock markets. The main objective of this research is to analyse the change of the investor behaviour around financial crises, and I will go through some of my preliminary results on longitudinal analysis of the investor networks.