Cluster fusion-fission dynamics in the Singapore stock exchange
In this paper, we investigate how the cross-correlations between stocks in the Singapore stock exchange (SGX) evolve over 2008 and 2009 within overlapping one-month time windows. In particular, we examine how these cross-correlations change before, during, and after the Sep–Oct 2008 Lehman Brothers...
| Principais autores: | , |
|---|---|
| Outros Autores: | |
| Formato: | Journal Article |
| Idioma: | English |
| Publicado em: |
2016
|
| Assuntos: | |
| Acesso em linha: | https://hdl.handle.net/10356/82803 http://hdl.handle.net/10220/40349 |