Datasets: COVID anomaly in the correlation analysis of S&P 500 market states
收藏Figshare2024-02-14 更新2026-04-08 收录
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https://figshare.com/articles/dataset/Datasets_COVID_anomaly_in_the_correlation_analysis_of_S_P_500_market_states/25219880/1
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资源简介：
Analyzing market states of the S&P 500 components on a time horizon January 3, 2006 to August 10, 2023, we found the appearance of a new market state not previously seen and we shall discuss its possible implications as an isolated state or as a beginning of a new general market condition. We study this in terms of the Pearson correlation matrix and relative correlation with respect to the S&P 500 index. In both cases the anomaly shows strongly.(Authors: M. Mijaíl Martínez-Ramos, Manan Vyas, Parisa Majari, Thomas H. Seligman)arXiv:2308.14830<br>
提供机构：
Vyas, Manan
创建时间：
2024-02-14
