A network analysis of the Chinese stock market

By Wei-qiang Huang, Xintian Zhuang, S. Yao. 2009

331 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/749bcd28fc0363ea0250145702f815af0d4a8be9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Gangjin Wang
2. Chi Xie
3. Gustavo Peralta
4. Ming-Yan Yang
5. Abalfazl Zareei
6. Shou Chen
7. Jiao-Jiao Yang

In Statistical and Nonlinear Physics

1. Gangjin Wang
2. Gustavo Peralta
3. Ming-Yan Yang
4. Abalfazl Zareei
5. Shou Chen
6. Jiao-Jiao Yang
7. Chi Xie

Citations in the corpus

• Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient (2013, methodology): “[47] cleaned the cross-correlation matrix of the Tehran stock market via removing the market factor and then combined the filtered cross-correlation matrix with the correlation threshold method [48,49] to construct the market network and investigate its topological structure.”
• A Network Approach to Portfolio Selection (2016, methodology): “2006) for the Korean market, (Garas & Argyrakis 2007) for the Greek Market, (Huang et al. 2009) for the Chinese market and (Namaki et al.”