An analysis of the sectorial influence of CSI300 stocks within the directed network

Physica A: Statistical Mechanics and its Applications

Volumn 396, Issue , 2014, Pages 235-241

  Mai, Yong ^a   Chen, Huan ^a   Meng, Lei ^a  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Directed weighted network; Hierarchical structure; Scale free

Indexed keywords

DIRECTED GRAPHS; FINANCIAL MARKETS; SCALES (WEIGHING INSTRUMENTS); TELECOMMUNICATION INDUSTRY; TELECOMMUNICATION SERVICES;

DIRECTED NETWORK; FINANCIAL SECTORS; HIERARCHICAL STRUCTURES; INDUSTRIAL SECTOR; PARTIAL CORRELATION; POWER LAW EXPONENT; SCALE-FREE; WEIGHTED NETWORKS;

SERVICE INDUSTRY;

EID: 84890571268     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2013.11.016     Document Type: Article

References (17)

1. J.-P. Onnela, A. Chakraborti, K. Kaski, and J. Kertesz Dynamic asset trees and portfolio analysis Eur. Phys. J. B 30 2002 285 288
2. J.-P. Onnela, A. Chakraborti, K. Kaski, and J. Kertesz Dynamic asset trees and black monday Physica A 324 2003 247 252
3. R.N. Mantegna Hierarchical structure in financial markets Eur. Phys. J. B 11 1999 193 197
4. M. Tumminello, T. Aste, T. Di Matteo, and R.N. Mantegna A tool for filtering information in complex systems Proc. Natl. Acad. Sci. USA 102 2005 10421 10426
5. M. Tumminello, T. Di Matteo, T. Aste, and R.N. Mantegna Correlation based networks of equity returns sampled at different time horizons Eur. Phys. J. B 55 2007 209 217
6. D.-M. Song, M. Tumminello, W.-X. Zhou, and R.N. Mantegna Evolution of worldwide stock markets, correlation structure, and correlation based graphs Phys. Rev. E 84 2011 026108
7. H.J. Kim, and I.M. Kim Scale free network in stock marke J. Korean Phys. Soc. 40 2002 1105 1108
8. G. Bonanno, G. Caldarelli, F. Lillo, S. Micciche, N. Vandewalle, and R.N. Mantegna Networks of equities in financial markets Eur. Phys. J. B 38 2004 363 371
9. P. Li, and B.H. Wang Extracting hidden fluctuation patterns of hang seng stock index from network topologies Physica A 378 2007 519 526
10. D.Y. Kenett, M. Tumminello, A. Madi, G.G. Gershgoren, and R.N. Mantegna Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market PLoS One 5 2010 0015032
11. A.L. Barabasi, and R. Albert Emergence of scaling in random networks Science 286 1999 509 512
12. A.D.L. Fuenta, B. Bing, I. Hoeschele, and P. Mendes Discovery of meaningful associations in genomic data using partial correlation coefficients Bioinformatics 20 2004 3565 3574
13. K. Baba, R. Shibata, and M. Sibuya Partial correlation and conditional correlation as measures of conditional independence Aust. N. Z. J. Stat. 46 2004 657 664
14. L. Chen, and S. Zheng Studying alternative splicing regulatory networks through partial correlation analysis Genome Biol. 10 2009 3565 3574
15. Y. Shapira, D.Y. Kenett, and E. Ben-Jacob The index cohesive effect on stock market correlations Eur. Phys. J. B 72 2009 657 669
16. J.-P. Onnela, J. Saramaki, J. Kertesz, and K. Kaski Intensity and coherence of motifs in weighted complex networks Phys. Rev. E 71 2005 065103
17. J. Saramaki, M. Kivela, J.P. Onnela, K. Kaski, and J. Kertesz Generalizations of the clustering coefficient to weighted complex networks Phys. Rev. E 75 2007 027105