The Chinese correction of February 2007 : how financial hierarchies change in a market crash

The Chinese correction of February 2007 : how financial hierarchies change in a market crash

We analyzed 546 stocks in the Singapore Stock Exchange (SGX) and 1173 stocks in the Hong Kong Stock Exchange (HKSE) in 2006 and 2007, to understand how financial hierarchies on these two markets change over market corrections and crashes. To do so, we introduced the digital cross correlation as a me...

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Bibliographic Details
Main Authors: Choi, Wen Ting, Damodaran, Mridula, Cheong, Siew Ann, Teh, Boon Kin, Goo, Yik Wen, Lian, Tong Wei, Ong, Wei Guang
Other Authors: School of Electrical and Electronic Engineering
Format: Journal Article
Language:English
Published: 2015
Subjects:
DRNTU::Business::International business::Statistics
Online Access:https://hdl.handle.net/10356/96390
http://hdl.handle.net/10220/38496

Internet

https://hdl.handle.net/10356/96390
http://hdl.handle.net/10220/38496

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