期刊论文

Yang, Xin;Wen, Fenghua

英文

Finance Research Letters

1544-6123

2021

38

101517

10.1016/j.frl.2020.101517

National Natural Science Foundation of P. R. ChinaNational Natural Science Foundation of China (NSFC) [11971076, 51839002, 71873146, 71471020]; Hunan Provincial Natural Science FoundationNatural Science Foundation of Hunan Province [2016JJ1001, 2019JJ50650]; Scientific Research Fund of Hunan Provincial Education DepartmentHunan Provincial Education Department [15A003, 18C0221]; Innovation Fund Designated for Graduate Students of Hunan Province [CX2018B571]

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This paper aims to rank the influential nodes for Chinese A-share market by employing complex network analysis approach. More than one hundred directed weighted stock market networks are constructed by the methods of Engle-Granger test, Granger Causality test and moving window among 847 stocks for the time period from January 2006 to June 2019. Then the identification of important nodes is investigated by using weighted LeaderRank algorithm. The results show that: (i) the average clustering coefficient and global efficiency increase sharply in ...