Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy

Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy

The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai Stock Exchange (SSE) A-shares, this paper divides the period between 2005 and 2018 into eight bull and bear market stages...

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Bibliographic Details
Main Authors: Muzi Chen, Yuhang Wang, Boyao Wu, Difang Huang
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Entropy
Subjects:
map equation
minimum information entropy theory
module detection
LASSO method
industry aggregation
network analysis
Online Access:https://www.mdpi.com/1099-4300/23/4/434

Internet

https://www.mdpi.com/1099-4300/23/4/434

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