• DocumentCode
    2426555
  • 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
  • fYear
    2012
  • fDate
    20-21 Oct. 2012
  • Firstpage
    378
  • Lastpage
    381
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Management of e-Commerce and e-Government (ICMeCG), 2012 International Conference on
  • Conference_Location
    Beijing
  • Print_ISBN
    978-1-4673-2943-9
  • Type

    conf

  • DOI
    10.1109/ICMeCG.2012.18
  • Filename
    6374946