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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...

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Detalles Bibliográficos
Autores principales:	Memon, Bilal Ahmed, Yao, Hongxing
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2019
Materias:	Article
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

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