Visualizing Stock-Mutual Fund Relationships through Social Network Analysis

By:
To add a paper, Login.

In this paper we analyze the network structure of stocks (as actors in a 2-mode social network) and their relationship to mutual funds. The analysis reveals a network structure that has both the “small world” and “hub” characteristics of many common networks in the social network literature. The data for the analysis is based on a random sample of 50 mutual (stock) funds from the Vanguard and Fidelity families of funds.


Keywords: Social Networks, Graph Theory, Visualization, Financial Markets, Stocks, Mutual Funds
Stream: Economics and Management
Presentation Type: Paper Presentation in English
Paper: A paper has not yet been submitted.


Dr. Rafael Solis

Professor, Craig School of Business
Dept. of Information Systems and Decision Sciences, California State University

Fresno, California, USA

I was born in Mexico and educated in the US and Canada (North Carolina State and University of Waterloo), MSc in Statistical Computing, Ph.D. in Management Sciences. I am currently a Professor in the Dept. of Information Systems and Decision Sciences in the Craig School of Business at California State University, Fresno, to which I have been affiliated since 1985. I have been a Visiting Scholar to the Faculty of Commerce, University of New South Wales and the Institute of Mines and Land Irrigation in Taraz, Kazakhstan. Research interests are on computer interfaces, usability, economics (markets) and combinatorial optimization. Personal interests are hiking, photography and travel.

Ref: I08P0470