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We investigate the planar maximally filtered graphs of the portfolio of the300 most capitalized stocks traded at the New York Stock Exchange during thetime period 2001-2003. Topological properties such as the average length ofshortest paths, the betweenness and the degree are computed on different planarmaximally filtered graphs generated by sampling the returns at different timehorizons ranging from 5 min up to one trading day. This analysis confirms thatthe selected stocks compose a hierarchical system progressively structuring asthe sampling time horizon increases. Finally, a cluster formation, associatedto economic sectors, is quantitatively investigated.Comment: 9 pages, 8 figure

Correlation based networks of equity returns sampled at different time horizons