论文研究-沪深两市股权关联网络的社团结构及其稳健性.pdf
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31
12
Vol.31, No.12
2011
12
Systems Engineering — Theory & Practice Dec., 2011
: 1000-6788(2011)12-2241-11
: F830.9
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Community and robustness of the correlated networks of stock
ownership structure
MA Yuan-yuan
1
, ZHUANG Xin-tian
2
, LI Ling-xuan
3
(1. School of Economics, Liaoning University, Shenyang 110136, China;
2. School of Business Administration, Northeastern University, Shenyang 110819, China;
3. Sc hool of Mechanical Engineering & Automation, Northeastern Universit y, Shenyang 110819, China)
Abstract Firstly establish the correlated networks of the stock ownership structure and then investigate
the overall trends of the stock markets in China during the period from 2001 to 2010, prove that such
networks are typical scale-free networks, analyze the meaning of the fluctuation of the scale-free indices.
We find out the 3-clique-communities of the correlated networks by the weighted clique percolation method
(denoted as CPMw), which further provide the factual base for the changes of the scale-free indexes, then
the core mutual investment relationship between the large or medium-sized state-owned listed companies
and their holding enterprisers are researched by the removal method, which we find that the core mutual
investment relationship after undergoing the sudden increase of the resource in 2007 and the economic crisis
in 2008. Finally the static robustness of the networks has been researched. The worldwide economic crisis
is just the example of the networks meeting the random failures. The results show that the Chinese stock
markets have good robustness against the random failures. However, the networks show the obviously
vulnerability if the networks meet intentional error or attack.
Keywords stock markets; scale-free networks; 3-clique-communities; weighted clique percolation method;
intentional error or attack; random failures
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: 2011-03-04
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: CNKI: 11-2267/N.20110622.1510.003
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(70901017);
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