Shareholding Networks and Centrality: an application to the Italian financial market

Anna Torriero, Silvana Stefani, Rosanna Grassi, Marco D'Errico, M. D'Errico, R. Grassi, S. Stefani

Risultato della ricerca: Contributo in libroChapter

21 Citazioni (Scopus)

Abstract

In this paper we studied the Shareholding Network (SN) embedded in the Italian Stock Market (MIB). We identified the central companies both in the role of transferring information flows and controlling companies. To this end we used betweenness and flow betweenness centrality measures, together with in and out degree. We tested the scale-free property on in and out degree, betweenness and flow betweenness centrality. The effect of external shocks to SN and the different extent on which companies react to them are measured relating asset volatility and betweenness.
Lingua originaleEnglish
Titolo della pubblicazione ospiteNetworks,Topology and Dynamics.Theory and Applications to Economics and Social Systems. Lectures Notes in Economics and Mathematical System
Pagine215-228
Numero di pagine14
Stato di pubblicazionePubblicato - 2009

Serie di pubblicazioni

NomeLECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS

Keywords

  • centrality measures
  • financial market
  • networks

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