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.
|Titolo della pubblicazione ospite||Networks,Topology and Dynamics.Theory and Applications to Economics and Social Systems. Lectures Notes in Economics and Mathematical System|
|Numero di pagine||14|
|Stato di pubblicazione||Pubblicato - 2009|
|Nome||LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS|
- centrality measures
- financial market