Don't know too much about that, my hair is thick as **** and I never shed a single hair on cycle. But I think procepia (finasteride) is used to block the influence of dihydro-testosterone on hair follicles.
If you are thinning already and worried about your hair, it is probably good to avoid highly androgenic roids (those that have high influence on androgen receptors), and stick to anabolic. Most over lap, test is 1:1 ratio, but some like deca are mostly anabolic with little androgenic effect.
Basically if you are genetically predisposed to balding, roids will accelerate that. Look at pros, they are all either totally bald or still have a full head of hair, virtually no inbetweens.