A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Behavioral and Experimental Finance"
DOI: 10.1016/j.jbef.2020.100418
Abstract: Abstract We employ a multi-stage methodology combining complex network analytics and financial risk modelling to unveil the correlation structures amongst the price jump risks of companies forming the KSE-100 index in Pakistan. We identify the… read more here.
Keywords: risk; jump risk; market; stock market ... See more keywords
Herding behavior in the Pakistan stock exchange: Some new insights
Sign Up to like & getrecommendations! Published in 2017 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2017.07.022
Abstract: This study attempts to examine the presence of herding behavior in the Pakistan Stock Exchange (PSX). The novel contribution of this paper is that it investigates the herding phenomenon from a large number of facets… read more here.
Keywords: towards market; stock exchange; market; behavior pakistan ... See more keywords