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...

Full description

Saved in:
Bibliographic Details
Main Authors: Teh, Boon Kin, Cheong, Siew Ann
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2016
Subjects:
Online Access:https://hdl.handle.net/10356/82803
http://hdl.handle.net/10220/40349
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English

Similar Items