A Map of the Brazilian Stock Market

Details A Map of the Brazilian Stock Market A Map of the Brazilian Stock Market

2011-07-21

arxiv.org/abs/1107.4146v1

Economy

Quantitative Finance

Statistical Finance

Scientific paper

We use the correlation matrix of stocks returns in order to create maps of the S\~ao Paulo Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data reffer to the year 2010, and the correlations between stock returns lead to the construction of a minimum spanning tree and of asset graphs with a variety of threshold values. The results are analised using techniques of network theory.

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