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arXiv · 2003.10922

Market structure dynamics during COVID-19 outbreak

Pier Francesco Procacci·Carolyn E. Phelan·Tomaso Aste
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Abstract

In this note, we discuss the impact of the COVID-19 outbreak from the perspective of the market-structure. We observe that the US market-structure has dramatically changed during the past four weeks and that the level of change has followed the number of infected cases reported in the USA. Presently, market-structure resembles most closely the structure during the middle of the 2008 crisis but there are signs that it may be starting to evolve into a new structure altogether. This is the first article of a series where we will be analyzing and discussing market-structure as it evolves to a state of further instability or, more optimistically, stabilization and recovery.

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q-fin.STcond-mat.stat-mech

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BibTeXRIS

Pier Francesco Procacci, Carolyn E. Phelan, Tomaso Aste. 2020-03-23. Market structure dynamics during COVID-19 outbreak. https://arxiv.org/abs/2003.10922

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