there have been several efforts in the literature to extract as much information as possible from the financial networks. most of the research has been concerned about the hierarchical structures, clustering, topology and also the behavior of the market network; but not a notable work on the network filtration exists. this paper proposes a stock market filtering model using the correlation - ba...

Background: Liquidity is, in practice of portfolio investment, an important attribute of stocks and measuring illiquidity presents a real challenge for researchers, primarily on developed stock markets. Moreover, there is a lack of research dealing with (il)liquidity on emerging markets. In the paper, the problem of applicability and validity of two well-known illiquidity measures, ILLIQ and TU...

State and local officials are often tasked with policy decisions that influenced by projections of future economic conditions. However, properly assessing predicting performance is challenging. Common macroeconomic indicators can be helpful, but additional tools needed. Stock indices have traditionally been used in the investment community to evaluate performance. While a recent surge fundament...