Journal Article

Stock fluctuations are correlated and amplified across networks of interlocking directorates

EPJ Data Science
Author(s)

Serguei Saavedra

Rudolf Rohr

Michael R.R. Schnabel

Brian Uzzi

Jordi Bascompte

Date Published: 2014
Citations: Saavedra, Serguei, Rudolf Rohr, Michael R.R. Schnabel, Brian Uzzi, Jordi Bascompte. 2014. Stock fluctuations are correlated and amplified across networks of interlocking directorates. EPJ Data Science.
Print

Get to know more about our programs and community.

ATTEND AN EVENT