COVID anomaly in the correlation analysis of S&P 500 market states

被引：0
|
作者：
Martinez-Ramos, M. Mijail [1 ]
Vyas, Manan [1 ]
Majari, Parisa [1 ]
Seligman, Thomas H. [1 ,2 ]
机构：
[1] Univ Nacl Autonoma Mexico, Inst Ciencias Fis, Cuernavaca, Morelos, Mexico
[2] UNAM, Ctr Int Ciencias AC, UAEM, Ave Univ 1001, Cuernavaca, Morelos, Mexico
来源：
PLOS ONE | 2024年 / 19卷 / 04期
关键词：
PHYSICS; NOISE;
D O I：
10.1371/journal.pone.0301238
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
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.
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页数：10
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