Complex Characteristics Analysis of Shanghai A-share Stock Market Network
An unweighted-undirected and a directed-unweighted network are built taking such stocks as nodes that had been traded uninterruptedly from April 2013 to April 2014 in shanghai A-share stocks market and taking the correlation of stock prices fluctuation as edges.The clustering coefficient and degree distribution of the network are analyzed.Results indicate that the unweighted-undirected stock have small world effect and scale-free property.The correlative mechanism associated of the stock price fluctuation in some stock subset was found by dividing the community structure for the network and analyzing the stock industry classification in each community.The directed-unweighted network can reflect the hysteresis relation of stock price fluctuations.It was found that the mutual influence of the stocks is directional,and the node with large degree and core status in the network can affect other stock.
clustering coefficientsmall world effectunweighted-undirected community structure
国家科技期刊平台
NSTL
万方数据
维普
