Related papers: Influence network in Chinese stock market
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Recent evidence indicates that the abundance of recurring elementary interaction patterns in complex networks, often called subgraphs or motifs, carry significant information about their function and overall organization. Yet, the…
We study spillover effects in corporate toxic emissions using a heterogeneous panel network of U.S. industrial facilities from 2000-2023. Rather than imposing a network structure a priori, we uncover an unobserved web of influence directly…
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In the last years efforts in econophysics have been shifted to study how network theory can facilitate understanding of complex financial markets. Main part of these efforts is the study of correlation-based hierarchical networks. This is…
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Urban outputs, from economy to innovation, are known to grow as a power of a city's population. But, since large cities tend to be central in transportation and communication networks, the effects attributed to city size may be confounded…
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In this Letter, we empirically study the influence of reciprocal links, in order to understand its role in affecting the structure and function of directed social networks. Experimental results on two representative datesets, Sina Weibo and…
Models that provide insight into how extreme positions regarding any social phenomenon may spread in a society or at the global scale are of great current interest. A realistic model must account for the fact that globalization and internet…
We perform a comparative analysis of the Chinese stock market around the occurrence of the 2008 crisis based on the random matrix analysis of high-frequency stock returns of 1228 stocks listed on the Shanghai and Shenzhen stock exchanges.…
This study presents an agent-based computational cross-market model for Chinese equity market structure, which includes both stocks and CSI 300 index futures. In this model, we design several stocks and one index futures to simulate this…