| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10482020 | Physica A: Statistical Mechanics and its Applications | 2011 | 8 Pages |
Abstract
⺠We construct a trading network for each stock in a one-year period. ⺠We find that node degree and strength both have power-law tails for all trading networks. ⺠Comparing with non-manipulated stocks, the manipulated stocks are revealed as different. ⺠Manipulated stocks have a high lower bound of the power-law tail and high average degree. ⺠Manipulated stocks have low correlation between the price return and seller-buyer ratio.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Xiao-Qian Sun, Xue-Qi Cheng, Hua-Wei Shen, Zhao-Yang Wang,