Index cohesive force
id:
index-cohesive-force-269-1452232
title:
Index cohesive force
text:
The index cohesive force (ICF) concept has been introduced by Dror Y. Kenett and his Ph.D. supervisor Eshel Ben-Jacob, as a new quantitative measure of the index effect on financial markets. The ICF is formally defined as the balance (ratio) between the raw stock correlations that include the index effect and the residual stock correlations after subtraction of the index effect. Defined this way, the ICF provides a means to identify structural changes in the market, which can render it prone to
brand slug:
wiki
category slug:
encyclopedia
description:
Concept in finance
original url:
https://en.wikipedia.org/wiki/Index_cohesive_force
date created:
date modified:
2024-02-07T04:24:29Z
main entity:
{"identifier":"Q6017836","url":"https://www.wikidata.org/entity/Q6017836"}
image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/a/ae/Dynamics_of_US_stock_market_correlations.jpg","width":388,"height":476}
fields total:
13
integrity:
15