英文标题：
《Geography and distance effect on financial dynamics in the Chinese stock
  market》
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作者：
Xing Li, Tian Qiu, Guang Chen, Li-Xin Zhong, Xiong-Fei Jiang
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最新提交年份：
2016
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英文摘要：
  Geography effect is investigated for the Chinese stock market including the Shanghai and Shenzhen stock markets, based on the daily data of individual stocks. The Shanghai city and the Guangdong province can be identified in the stock geographical sector. By investigating a geographical correlation on a geographical parameter, the stock location is found to have an impact on the financial dynamics, except for the financial crisis time of the Shenzhen market. Stock distance effect is further studied, with a crossover behavior observed for the stock distance distribution. The probability of the short distance is much greater than that of the long distance. The average stock correlation is found to weakly decay with the stock distance for the Shanghai stock market, but stays nearly stable for different stock distance for the Shenzhen stock market.
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中文摘要：
本文以个股的日数据为基础，研究了包括上海和深圳股市在内的中国股市的地理效应。上海市和广东省可以在股票地理部门进行识别。通过研究地理参数的地理相关性，发现除了深圳市场的金融危机时间外，股票位置对金融动态有影响。进一步研究了股票距离效应，观察到股票距离分布的交叉行为。短距离的概率比长距离的概率大得多。研究发现，上海股市的平均股价相关性随股价距离的变化呈弱衰减，而深圳股市的平均股价相关性在不同的股价距离下几乎保持稳定。
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分类信息：

一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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