Trading date | Event | Transportation | Banking |
---|
 |  | equipment |  |
---|
15/10/2008 | Lehman collapse | A | A |
1/12/2009 | Monetary policy change | - | C |
15/3/2011 | Great Earthquake | B | B |
- Note: The Lehman collapse and Great Earthquake are selected as global (market-wide) stress events that increased the volatility of many stocks significantly; the monetary policy change event is selected as the banking sector-specific ones identified by the clear hike in the cosine distance shown in Fig. 2
b. The marks A, B, and C are identifiers of events referred to in the figures hereafter.