我国沪深股市同配性和网络导航现象研究——基于复杂网络理论

发布时间：2018-04-13 07:31

本文选题：复杂网络 + 节点同配性　；参考：《技术经济》2013年07期

【摘要】：分别按照地区、行业、市值三种分类标准对我国沪深市场股票进行分类,以股票为网络节点,研究了三种分类标准下的股票同配性,进而研究了行业分类标准下的网络导航现象。结果表明:上海市场和深圳主板市场在阈值较高、按行业分类时表现出较为明显的同配性;沪深股市在阈值较低时表现出一定的异配性,而当阈值达到一定程度时表示出较强的同配性;网络导航现象体现了股市中异类股票间的相互影响作用;中国股市存在较多的网络导航现象;在较长时期内造成该现象的主要原因是分类标准不准确、股票涉及共同的炒作概念、具有共同的股权投资对象、新股上市日期相近等,短期内的原因还包括消息面或事件性的驱动因素。
[Abstract]:According to the region, industry, on China's Shanghai and Shenzhen stock market capitalization to classify three kinds of classification standards, the shares of network nodes, three kinds of classification standard of stock homogamety, then study the network navigation industry classification standard. The results show that the Shanghai market and Shenzhen stock market at a higher threshold according to industry classification showed the same distribution is obvious; the Shanghai and Shenzhen stock markets showed disassortativity in the threshold is low, and when the threshold to a certain extent expressed homogamety strong; network navigation phenomenon reflects the interaction between the stock market heterogeneous network navigation more; Chinese stock market; the main reasons for a longer period of time is not accurate classification standard, common stock relates to the concept of speculation, with common equity investments, the date of the listing of new shares similar short-term. The internal cause also includes the driver of the message surface or the event.

【作者单位】：东北大学工商管理学院;
【基金】：国家自然科学基金资助项目“基于复杂投资者网络的金融创新产品扩散建模及应用研究”(71001022);国家自然科学基金资助项目“金融市场关联网络结构分析及风险预警研究”(71171042);国家自然科学基金资助项目“基于行为合约理论的委托投资组合管理风险选择与激励机制研究”(71101024);国家自然科学基金资助项目“金融极端事件的定量化研究及其在金融危机中的应用:基于时间维及空间维双重视角”(71271047)
【分类号】：F832.51;F49

【参考文献】