Cluster fusion-fission dynamics in the Singapore stock exchange

• المؤلفون الرئيسيون: Teh, Boon Kin, Cheong, Siew Ann
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2016
• الموضوعات: Statistical and Nonlinear Physics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/82803; http://hdl.handle.net/10220/40349
• المؤسسة: Nanyang Technological University

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...