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Effects of global financial crisis on network structure in a local stock market

Citations

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Cited by:

  1. Chen, Muzi & Li, Nan & Zheng, Lifen & Huang, Difang & Wu, Boyao, 2022. "Dynamic correlation of market connectivity, risk spillover and abnormal volatility in stock price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 587(C).
  2. Zhang, Yuanyuan & Chan, Stephen & Lord, Nicholas & Chu, Jeffrey & Yang, Hanfang & Chandrashekhar, Durga & Liao, Xin & Li, Qin, 2025. "Network transitions in the cryptocurrency market: The impact of regional conflicts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
  3. Mihaela Simionescu & Nicolas Schneider & Beata Gavurova, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks–production network nexus," Journal of Applied Economics, Taylor & Francis Journals, vol. 27(1), pages 2395114-239, December.
  4. Lu, Ya-Nan & Li, Sai-Ping & Zhong, Li-Xin & Jiang, Xiong-Fei & Ren, Fei, 2018. "A clustering-based portfolio strategy incorporating momentum effect and market trend prediction," Chaos, Solitons & Fractals, Elsevier, vol. 117(C), pages 1-15.
  5. Hongxing Yao & Yanyu Lu & Bilal Ahmed Memon, 2019. "Impact of US-China Trade War on the Network Topology Structure of Chinese Stock Market," Journal of Asian Business Strategy, Asian Economic and Social Society, vol. 9(2), pages 235-250, December.
  6. Yu, Jia-Wei & Xie, Wen-Jie & Jiang, Zhi-Qiang, 2018. "Early warning model based on correlated networks in global crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1335-1343.
  7. Nie, Chun-Xiao & Song, Fu-Tie, 2018. "Constructing financial network based on PMFG and threshold method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 104-113.
  8. Hosseini, Seyed Soheil & Wormald, Nick & Tian, Tianhai, 2021. "A Weight-based Information Filtration Algorithm for Stock-correlation Networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
  9. Bales, Stephan, 2022. "Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis," International Review of Financial Analysis, Elsevier, vol. 83(C).
  10. Xiurong Chen & Aimin Hao & Yali Li, 2020. "The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-20, March.
  11. Huang, Wei-Qiang & Zhuang, Xin-Tian & Yao, Shuang & Uryasev, Stan, 2016. "A financial network perspective of financial institutions’ systemic risk contributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 183-196.
  12. Yang Qiao & Yiping Xia & Xiang Li & Zheng Li & Yan Ge, 2023. "Higher-order Graph Attention Network for Stock Selection with Joint Analysis," Papers 2306.15526, arXiv.org.
  13. Paulo Ferreira & Marcus Fernandes da Silva & Idaraí Santos de Santana, 2019. "Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies," Economies, MDPI, vol. 7(1), pages 1-11, February.
  14. Huan Qing & Xiaofei Xu, 2025. "Finding Core Balanced Modules in Statistically Validated Stock Networks," Papers 2508.04970, arXiv.org, revised Apr 2026.
  15. Jae Woo Lee & Ashadun Nobi, 2018. "State and Network Structures of Stock Markets Around the Global Financial Crisis," Computational Economics, Springer;Society for Computational Economics, vol. 51(2), pages 195-210, February.
  16. Nie, Chun-Xiao, 2017. "Correlation dimension of financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 632-639.
  17. Cao, Guangxi & Zhang, Qi & Li, Qingchen, 2017. "Causal relationship between the global foreign exchange market based on complex networks and entropy theory," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 36-44.
  18. Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
  19. Chungen Shen & Yunlong Wang & Wenjuan Xue & Lei-Hong Zhang, 2021. "An accelerated active-set algorithm for a quadratic semidefinite program with general constraints," Computational Optimization and Applications, Springer, vol. 78(1), pages 1-42, January.
  20. Bilal Ahmed Memon & Rabia Tahir, 2021. "Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 329-344.
  21. khoojine, Arash Sioofy & Han, Dong, 2019. "Network analysis of the Chinese stock market during the turbulence of 2015–2016 using log-returns, volumes and mutual information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1091-1109.
  22. Guo, Xiaoping & Fan, Ningyuan & Liu, Zhenchun & Wang, Jianwei, 2024. "Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  23. Výrost, Tomáš & Lyócsa, Štefan & Baumöhl, Eduard, 2015. "Granger causality stock market networks: Temporal proximity and preferential attachment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 262-276.
  24. Longsheng Cheng & Mahboubeh Shadabfar & Arash Sioofy Khoojine, 2023. "A State-of-the-Art Review of Probabilistic Portfolio Management for Future Stock Markets," Mathematics, MDPI, vol. 11(5), pages 1-34, February.
  25. Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018. "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1555-1574.
  26. Zhang, Chuanzhe & Pang, Shaopeng & Yu, Hao & Han, Guozheng, 2021. "A fund-stock network projection model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
  27. Nie, Chun-Xiao & Song, Fu-Tie, 2019. "Global Rényi index of the distance matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 902-915.
  28. Paulus, Michal & Kristoufek, Ladislav, 2015. "Worldwide clustering of the corruption perception," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 351-358.
  29. Muzi Chen & Nan Li & Lifen Zheng & Difang Huang & Boyao Wu, 2024. "Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price," Papers 2403.19363, arXiv.org.
  30. Nobi, Ashadun & Alam, Shafiqul & Lee, Jae Woo, 2017. "Dynamic of consumer groups and response of commodity markets by principal component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 337-344.
  31. Evangelos Ioannidis & Iordanis Sarikeisoglou & Georgios Angelidis, 2023. "Portfolio Construction: A Network Approach," Mathematics, MDPI, vol. 11(22), pages 1-24, November.
  32. Alyssa April Dellow & Munira Ismail & Hafizah Bahaludin & Fatimah Abdul Razak, 2025. "Comparing the Impacts of Past Major Events on the Network Topology Structure of the Malaysian Consumer Products and Services Sector," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 925-967, March.
  33. Su, Qingqing & Tu, Lilan & Wang, Xianjia & Rong, Hang, 2022. "Construction and robustness of directed-weighted financial stock networks via meso-scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 605(C).
  34. Pawanesh, Pawanesh & Ansari, Imran & Sahni, Niteesh, 2025. "Exploring the core–periphery and community structure in the financial networks through random matrix theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 661(C).
  35. Mihaela Simionescu & Nicolas Schneider, 2023. "Monetary shocks and production network in the G7 countries," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-32, December.
  36. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
  37. Papana, Angeliki & Kyrtsou, Catherine & Kugiumtzis, Dimitris & Diks, Cees, 2017. "Financial networks based on Granger causality: A case study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 65-73.
  38. Jale, Jader S. & Júnior, Sílvio F.A.X. & Stošić, Tatijana & Stošić, Borko & Ferreira, Tiago A.E., 2019. "Information flow between Ibovespa and constituent companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 233-239.
  39. Lahmiri, Salim & Uddin, Gazi Salah & Bekiros, Stelios, 2017. "Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 947-955.
  40. Kamrul Hasan Tuhin & Ashadun Nobi & Md Jafar Sadique & Mahmudul Islam Rakib & Jae Woo Lee, 2023. "Effect of network size on comparing different stock networks," PLOS ONE, Public Library of Science, vol. 18(12), pages 1-15, December.
  41. Xiaoling Tan & Jichang Zhao, 2020. "The illiquidity network of stocks in China's market crash," Papers 2004.01917, arXiv.org, revised Nov 2021.
  42. Nie, Chun-Xiao & Song, Fu-Tie, 2018. "Analyzing the stock market based on the structure of kNN network," Chaos, Solitons & Fractals, Elsevier, vol. 113(C), pages 148-159.
  43. Haiming Long & Ji Zhang & Nengyu Tang, 2017. "Does network topology influence systemic risk contribution? A perspective from the industry indices in Chinese stock market," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-19, July.
  44. He, Chengying & Wen, Zhang & Huang, Ke & Ji, Xiaoqin, 2022. "Sudden shock and stock market network structure characteristics: A comparison of past crisis events," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
  45. Yao, Hongxing & Memon, Bilal Ahmed, 2019. "Network topology of FTSE 100 Index companies: From the perspective of Brexit," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1248-1262.
  46. Coletti, Paolo, 2016. "Comparing minimum spanning trees of the Italian stock market using returns and volumes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 246-261.
  47. Emrah Koçak & Umit Bulut & Angeliki N. Menegaki, 2022. "The resilience of green firms in the twirl of COVID‐19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach," Business Strategy and the Environment, Wiley Blackwell, vol. 31(1), pages 32-45, January.
  48. Qian, Yicheng & Pang, Pufan, 2025. "Adaptive hybrid spatial hypergraph convolution module with data embedding optimization for stock ranking prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
  49. Pirvu Daniela & Barbuceanu Mircea, 2016. "Recent Contributions Of The Statistical Physics In The Research Of Banking, Stock Exchange And Foreign Exchange Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 85-92, April.
  50. Albarracín E., Eva Susana & Gamboa, Juan C. Rodríguez & Marques, Elaine C.M. & Stosic, Tatijana, 2019. "Complexity analysis of Brazilian agriculture and energy market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 933-941.
  51. Jae Woo Lee & Ashadun Nobi, 2018. "State and Network Structures of Stock Markets around the Global Financial Crisis," Papers 1806.04363, arXiv.org.
  52. Kamrul Hasan Tuhin & Ashadun Nobi & Mahmudul Hasan Rakib & Jae Woo Lee, 2025. "Long short-term memory autoencoder based network of financial indices," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-15, December.
  53. Ixandra Achitouv, 2025. "Dynamical analysis of financial stocks network: Improving forecasting using network properties," PLOS ONE, Public Library of Science, vol. 20(5), pages 1-23, May.
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