Excessive co-movement effect and evolution network analysis of Chinese stock market.
Shang ZhenQinxin WuXiong WangPublished in: SII (2017)
Keyphrases
- network analysis
- chinese stock market
- social network analysis
- stock returns
- stock market
- text mining
- complex networks
- link prediction
- stock price
- network structure
- community detection
- cross sectional
- information networks
- stock exchange
- machine learning
- terrorist networks
- centrality measures
- social networks
- dynamic networks
- developed countries
- community structure
- clustering method
- random walk