英文标题：
《Influence network in Chinese stock market》
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作者：
Ya-Chun Gao, Yong Zeng, Shi-Min Cai
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最新提交年份：
2015
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英文摘要：
  In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among listed companies by constructing a directed network on the basis of Chinese stock market. This influence network shows distinct topological properties, particularly, a few large companies that can lead the tendency of stock market are recognized. Furthermore, by analyzing the subnetworks of listed companies distributed in several significant economic sectors, it is found that the influence relationships are totally different from one economic sector to another, of which three types of connectivity as well as hub-like listed companies are identified. In addition, the rankings of listed companies obtained from the centrality metrics of influence network are compared with that according to the assets, which gives inspiration to uncover and understand the importance of listed companies in the stock market. These empirical results are meaningful in providing these topological properties of Chinese stock market and economic sectors as well as revealing the interactively influence relationships among listed companies.
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中文摘要：
在股票市场中，价格波动是互动的，即一家上市公司可以影响其他公司。在本文中，我们试图通过构建一个基于中国股票市场的有向网络来研究上市公司之间的影响关系。这种影响网络表现出明显的拓扑性质，特别是一些能够引领股市走势的大公司得到了认可。此外，通过分析分布在几个重要经济部门的上市公司子网络，发现不同经济部门之间的影响关系完全不同，其中确定了三种类型的连通性以及枢纽型上市公司。此外，本文还将影响力网络中心度指标所得的上市公司排名与基于资产的排名进行了比较，这对揭示和理解上市公司在股票市场中的重要性具有启发意义。这些实证结果对于提供中国股票市场和经济部门的拓扑特性，揭示上市公司之间的相互影响关系具有重要意义。
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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：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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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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