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Related papers: Influence network in Chinese stock market

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The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai Stock Exchange (SSE) A-shares, this paper divides the period…

Econometrics · Economics 2024-04-04 Muzi Chen , Yuhang Wang , Boyao Wu , Difang Huang

In social network markets, the act of consumer choice in these industries is governed not just by the set of incentives described by conventional consumer demand theory, but by the choices of others in which an individual's payoff is an…

Social and Information Networks · Computer Science 2012-10-08 Paul Ormerod , Bassel Tarbush , R. Alexander Bentley

Social networks have become an increasingly common abstraction to capture the interactions of individual users in a number of everyday activities and applications. As a result, the analysis of such networks has attracted lots of attention…

Social and Information Networks · Computer Science 2023-05-05 Ahmad Zareie , Rizos Sakellariou

Evaluating node influence is fundamental for identifying key nodes in complex networks. Existing methods typically rely on generic indicators to rank node influence across diverse networks, thereby ignoring the individualized features of…

Social and Information Networks · Computer Science 2024-05-14 Bingyu Zhu , Qingyun Sun , Jianxin Li , Daqing Li

We propose a network description of large market investments, where both stocks and shareholders are represented as vertices connected by weighted links corresponding to shareholdings. In this framework, the in-degree ($k_{in}$) and the sum…

Statistical Mechanics · Physics 2009-02-06 Diego Garlaschelli , Stefano Battiston , Maurizio Castri , Vito D. P. Servedio , Guido Caldarelli

The detection of community structure in stock market is of theoretical and practical significance for the study of financial dynamics and portfolio risk estimation. We here study the community structures in Chinese stock markets from the…

Statistical Finance · Quantitative Finance 2017-08-02 Li-Ling Su , Xiong-Fei Jiang , Sai-Ping Li , Li-Xin Zhong , Fei Ren

The asymmetric price impact between the institutional purchases and sales of 32 liquid stocks in Chinese stock markets in year 2003 is carefully studied. We analyze the price impact in both drawup and drawdown trends with consecutive…

Trading and Market Microstructure · Quantitative Finance 2015-05-30 Fei Ren , Li-Xin Zhong

We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shenzhen Development Bank) listed on Shenzhen Stock Exchange…

Statistical Finance · Quantitative Finance 2015-03-13 Zhi-Qiang Jiang , Wei-Xing Zhou

We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…

Econometrics · Economics 2024-05-07 James T. Wilkinson , Jacob Kelter , John Chen , Uri Wilensky

We consider a network of interacting agents and we model the process of choice on the adoption of a given innovative product by means of statistical-mechanics tools. The modelization allows us to focus on the effects of direct interactions…

Physics and Society · Physics 2015-02-24 Paolo Sgrignoli , Elena Agliari , Raffaella Burioni , Augusto Schianchi

We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…

Trading and Market Microstructure · Quantitative Finance 2013-09-09 Zhi-Qiang Jiang , Wen-Jie Xie , Xiong Xiong , Wei Zhang , Yong-Jie Zhang , W. -X. Zhou

In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock…

Computational Finance · Quantitative Finance 2020-04-21 Vishwas Kukreti , Hirdesh K. Pharasi , Priya Gupta , Sunil Kumar

Characterizing temporal evolution of stock markets is a fundamental and challenging problem. The literature on analyzing the dynamics of the markets has focused so far on macro measures with less predictive power. This paper addresses this…

Disordered Systems and Neural Networks · Physics 2021-12-09 Xin-Jian Xu , Qin Min , Xiao-Ying Song , Li-Jie Zhang

We propose that a tree-like hierarchical structure represents a simple and effective way to model the emergent behaviour of financial markets, especially markets where there exists a pronounced intersection between social media influences…

Multiagent Systems · Computer Science 2024-10-02 Gonzalo Bohorquez , John Cartlidge

By studying varies dynamical processes, including coupled maps, cellular automata and coupled differential equations, on five different kinds of known networks, we found a positive relation between signal correlation and node's degree. Thus…

Statistical Mechanics · Physics 2007-05-23 Lei Yang , Liang Huang , Yong Zhang , Kongqing Yang

We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of…

Statistical Finance · Quantitative Finance 2015-03-19 Wei-Xing Zhou , Guo-Hua Mu , Wei Chen , Didier Sornette

We investigate the properties of correlation based networks originating from economic complex systems, such as the network of stocks traded at the New York Stock Exchange (NYSE). The weaker links (low correlation) of the system are found to…

Statistical Finance · Quantitative Finance 2008-12-02 Antonios Garas , Panos Argyrakis , Shlomo Havlin

How are economic activities linked to geographic locations? To answer this question, we use a data-driven approach that builds on the information about location, ownership and economic activities of the world's 3,000 largest firms and their…

Physics and Society · Physics 2015-12-10 Antonios Garas , Celine Rozenblat , Frank Schweitzer

Traded corporations are required by law to have a majority of outside directors on their board. This requirement allows the existence of directors who sit on the board of two or more corporations at the same time, generating what is…

General Finance · Quantitative Finance 2014-10-27 Serguei Saavedra , Luis J. Gilarranz , Rudolf P. Rohr , Michael Schnabel , Brian Uzzi , Jordi Bascompte

The crowd panic and its contagion play non-negligible roles at the time of the stock crash, especially for China where inexperienced investors dominate the market. However, existing models rarely consider investors in networking stocks and…

General Finance · Quantitative Finance 2018-04-26 Shan Lu , Jichang Zhao , Huiwen Wang , Ruoen Ren