Title :
Analysis on the Impact of Short-Selling Mechanism to Chinese Stock Markets Based Complex Network Theory
Author :
Gong, Zheng ; Chen, Zhixin
Author_Institution :
Sch. of Inf., Central Univ. of Finance & Econ., Beijing, China
Abstract :
A series of financial measures truly ended the unilateral history in Chinese stock markets in 2010. Our empirical study on the MST and threshold network model of CSI 300. The result shows that the whole network presents more loosely under the influence of short-selling mechanism The work of this paper riches the theoretical explanations and expands the application fields.
Keywords :
complex networks; stock markets; CSI 300; Chinese stock markets; MST; complex network theory; impact analysis; short-selling mechanism; threshold network model; Educational institutions; Industries; Mathematical model; Network topology; Security; Stock markets; Topology; CSI 300; complex network; short-selling mechanixm; topology characteristics;
Conference_Titel :
Management of e-Commerce and e-Government (ICMeCG), 2012 International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-1-4673-2943-9
DOI :
10.1109/ICMeCG.2012.18
