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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
SpringerOpen
2020-01-01
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Series: | Financial Innovation |
Subjects: | |
Online Access: | https://doi.org/10.1186/s40854-019-0165-x |