Dynamic Evolution of Securities Market Network Structure under Acute Fluctuation Circumstances
Joint Authors
Liu, Haifei
Hu, Zuhan
Chen, Ting-Qiang
Source
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-11-06
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
This empirical research applies cointegration in the traditional measurement method first to build directed weighted networks in the context of stock market.
Then, this method is used to design the indicators and the value simulation for measuring network fluctuation and studying the dynamic evolution mechanism of stock market transaction networks as affected by price fluctuations.
Finally, the topological structure and robustness of the network are evaluated.
The results show that network structure stability is strong in the bull market stage and weak in the bear market stage.
And the convergence rate of the dynamic evolution of network fluctuation is higher in the bull market stage than in the bear market stage.
American Psychological Association (APA)
Liu, Haifei& Chen, Ting-Qiang& Hu, Zuhan. 2017. Dynamic Evolution of Securities Market Network Structure under Acute Fluctuation Circumstances. Complexity،Vol. 2017, no. 2017, pp.1-11.
https://search.emarefa.net/detail/BIM-1142866
Modern Language Association (MLA)
Liu, Haifei…[et al.]. Dynamic Evolution of Securities Market Network Structure under Acute Fluctuation Circumstances. Complexity No. 2017 (2017), pp.1-11.
https://search.emarefa.net/detail/BIM-1142866
American Medical Association (AMA)
Liu, Haifei& Chen, Ting-Qiang& Hu, Zuhan. Dynamic Evolution of Securities Market Network Structure under Acute Fluctuation Circumstances. Complexity. 2017. Vol. 2017, no. 2017, pp.1-11.
https://search.emarefa.net/detail/BIM-1142866
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1142866