General election effect on the network topology of Pakistan’s stock market: network-based study of a political event

General election effect on the network topology of Pakistan’s stock market: network-based study of a political event

Abstract To examine the interdependency and evolution of Pakistan’s stock market, we consider the cross-correlation coefficients of daily stock returns belonging to the blue chip Karachi stock exchange (KSE-100) index. Using the minimum spanning tree network-based method, we extend the financial net...

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Bibliographic Details
Main Authors: Bilal Ahmed Memon, Hongxing Yao, Rabia Tahir
Format: Article
Language:English
Published: SpringerOpen 2020-01-01
Series:Financial Innovation
Subjects:
Minimum spanning tree
Centrality measures
General elections
Emerging market
Pakistan
Stock market network
Online Access:https://doi.org/10.1186/s40854-019-0165-x

Internet

https://doi.org/10.1186/s40854-019-0165-x

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