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Related Experiment Video

Updated: Mar 1, 2026

The Collective Trust Game: An Online Group Adaptation of the Trust Game Based on the HoneyComb Paradigm

The Collective Trust Game: An Online Group Adaptation of the Trust Game Based on the HoneyComb Paradigm

Published on: October 20, 2022

Emerging interdependence between stock values during financial crashes.

Jacopo Rocchi¹, Enoch Yan Lok Tsui², David Saad¹

¹Nonlinearity and Complexity Research Group, Aston University, Birmingham, B4 7ET, United Kingdom.

|May 26, 2017

Summary

This summary is machine-generated.

Stock market analysis reveals significant interdependencies during financial crises. Information flow between FTSE 100 stocks intensifies, indicating complex system behavior near critical events.

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Published on: September 16, 2022

Area of Science:

Quantitative Finance
Complex Systems Analysis
Financial Market Dynamics

Background:

Understanding stock market interdependencies is crucial for financial stability.
Previous research often overlooks the dynamic nature of these relationships, especially during crises.

Purpose of the Study:

To identify emerging interdependencies between traded stocks.
To analyze stock market behavior during global financial crises using information theory.

Main Methods:

Investigated daily stock values of FTSE 100 companies (2000-2015).
Applied information theoretical measures to compute information flow between multiple time series.
Identified distinct market regimes based on information flow patterns.

Main Results:

Most of the period showed small information flow between stocks.
A dramatic increase in stock interdependence was observed near global financial crises.
These crisis periods exhibited strong and prolonged stock interdependencies.

Conclusions:

Stock markets exhibit complex system behavior, particularly near critical events like financial crises.
Information flow analysis effectively reveals market regimes and the lasting impact of crashes.