Mai, Yong; Chen, Huan; Meng, Lei - In: Physica A: Statistical Mechanics and its Applications 396 (2014) C, pp. 235-241
This paper uses the Partial Correlation Planar maximally filtered Graph (PCPG) method to construct a directed network for the constituent stocks underlying the China Securities Index 300 (CSI300). We also analyse the impact of individual stocks. We find that the CSI300 market is a scale-free...