Structural Change and Dynamics of Pakistan Stock Market During Crisis: A Complex Network Perspective

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...

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Bibliographic Details
Main Authors: Bilal Ahmed Memon, Hongxing Yao
Format: Article
Language:English
Published: MDPI AG 2019-03-01
Series:Entropy
Subjects:
complex network
stock correlation network
Shannon entropy
threshold network
minimum spanning tree
crisis
Pakistan stock exchange
Online Access:http://www.mdpi.com/1099-4300/21/3/248

Internet

http://www.mdpi.com/1099-4300/21/3/248

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