12 April 2021

Measuring Market Bubbles

A new paper formulates a way to describe the extent to which a financial markets are at risk of crashing. 

At its heart, it measures the extent to which particular securities are moving in lockstep with each other, as opposed to independently of each other.

The paper is:

Areejit Samal, et al., "Network geometry and market instability." 8(2) Royal Society Open Science 201734 (2021) DOI: 10.1098/rsos.201734

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