Structural Change and Dynamics of Pakistan Stock Market during Crisis: A Complex Network Perspective.
Bilal Ahmed MemonHongxing YaoPublished in: Entropy (2019)
Keyphrases
- stock market
- complex networks
- short term
- network analysis
- financial time series
- scale free
- stock exchange
- graph theory
- social network analysis
- trading rules
- stock price
- stock trading
- social networks
- stock index futures
- real world networks
- listed companies
- stock data
- information theoretic concepts
- portfolio optimization
- garch model
- stock market data
- small world
- network evolution
- financial news
- community structure
- financial data
- maximal cliques
- early warning
- foreign exchange
- information and communication technologies
- protein interaction networks
- stock returns
- community discovery
- financial markets
- long term