The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war
We investigate the topology of sectoral returns in the US stock market using minimum spanning tree (MST) analysis. We examine four distinct time periods: the full period, the Global Financial Crisis (GFC), the COVID-19 pandemic, and the Russia-Ukraine war period. By comparing the static results acro...
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| Format: | Article |
| Language: | English |
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Elsevier
2023-09-01
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| Series: | Heliyon |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844023069347 |