How to cite this paper
Lahmiri, S. (2012). A clustering approach to examine the dynamics of the NASDAQ topology in times of crisis.Management Science Letters , 2(6), 2113-2118.
Refrences
Afonso, G., Kovner, A., & Schoar, A. (2011). Stressed, not frozen: the federal funds market in the financial crisis. The Journal of Finance, 66 (4), 1109–1139.
Anderson, P.W. (1972). More is different. Science, 177, 393–396.
Ben-David, I., Franzoni, F., & Moussawi, R. (2012). Hedge fund stock trading in the financial crisis of 2007–2009. The Review of Financial Studies, 25(1), 1–54.
Campello, M., Graham, J.R., & Harvey, C.R. (2010). The real effects of financial constraints: Evidence from a financial crisis. Journal of Financial Economics, 97, 470–487.
Erkens, D.H., Hung, M., & Matos, P. (2012). Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide. Journal of Corporate Finance, 18, 389–411.
Ivashina, V., & Scharfstein, D. (2010). Bank lending during the financial crisis of 2008. Journal of Financial Economics, 97, 319–338.
Liao, T.W. (2005). Clustering of time series data—a survey. Pattern Recognition, 38, 1857–1874.
Percival, D.B. & Walden, A.T. Wavelet methods for time series analysis. Cambridge, New York: Cambridge University Press, 2000.
Ward, J. (1963). Hierarchical grouping to optimize an objective function. Journal of the American Statistical Association, 58, 236–244.
Anderson, P.W. (1972). More is different. Science, 177, 393–396.
Ben-David, I., Franzoni, F., & Moussawi, R. (2012). Hedge fund stock trading in the financial crisis of 2007–2009. The Review of Financial Studies, 25(1), 1–54.
Campello, M., Graham, J.R., & Harvey, C.R. (2010). The real effects of financial constraints: Evidence from a financial crisis. Journal of Financial Economics, 97, 470–487.
Erkens, D.H., Hung, M., & Matos, P. (2012). Corporate governance in the 2007–2008 financial crisis: Evidence from financial institutions worldwide. Journal of Corporate Finance, 18, 389–411.
Ivashina, V., & Scharfstein, D. (2010). Bank lending during the financial crisis of 2008. Journal of Financial Economics, 97, 319–338.
Liao, T.W. (2005). Clustering of time series data—a survey. Pattern Recognition, 38, 1857–1874.
Percival, D.B. & Walden, A.T. Wavelet methods for time series analysis. Cambridge, New York: Cambridge University Press, 2000.
Ward, J. (1963). Hierarchical grouping to optimize an objective function. Journal of the American Statistical Association, 58, 236–244.