Block & Comovement Effect of Stock Market in Financial Complex Network.
Chongwei DuXiong WangLiyin QiuPublished in: Complex (2) (2009)
Keyphrases
- stock market
- complex networks
- chinese stock market
- stock price
- financial data
- listed companies
- stock index futures
- short term
- social network analysis
- scale free
- trading rules
- portfolio optimization
- stock exchange
- financial time series
- stock returns
- graph theory
- financial markets
- financial news
- social networks
- information theoretic concepts
- community structure
- maximal cliques
- garch model
- trading strategies
- small world
- stock market data
- network structure
- community discovery
- network evolution
- electronic commerce
- decision support system
- financial information