Total asset
α
s
of the focused 30 Asian stocks (red curve) and the third-largest eigenvector
|
μ
i
(
λ
3
)
|
of cross-correlation matrix (green curve) for (a) focused Asian stocks during the period of the pre-subprime crisis (from August 2006 to September 2007), (b) focused Asian stocks at the peak of subprime crisis (from October 2007 to November 2008). Symbol i refers to stock number ranging from 1 to 30, which also corresponds to detailed information about stocks shown in Table 1.
|