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Structural Change and Dynamics of Pakistan Stock Market during Crisis: A Complex Network Perspective
We studied the cross-correlations in the daily closing prices of 181 stocks listed on the Pakistan stock exchange (PSX) covering a time period of 2007–2017 to compute the threshold networks and minimum spanning trees. In addition to the full sample analysis, our study uses three subsamples to examin...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2019
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514729/ https://www.ncbi.nlm.nih.gov/pubmed/33266963 http://dx.doi.org/10.3390/e21030248 |