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Proceedings of Annual Conference of China Institute of Communications (CIC 2009 E-BOOK)

Guangzhou,China,11.26-11.27，2009

ISBN: 978-1-935068-10-5 Scientific Research Publishing, USA

E-Book 604pp Pub. Date: March 2010

Category: Computer Science & Communications

Price: $80

Title: The Effect of the Financial Crisis on U.S. Standard & Poor 500 Stock Market
Source: Proceedings of Annual Conference of China Institute of Communications (CIC 2009 E-BOOK) (pp 566-570)
Author(s): Xiaoping Xu, School of Information, East China Normal University, Shanghai, China
Dingding Han, School of Information, East China Normal University, Shanghai, China
Abstract: We empirically investigated the price fluctuations of S&P 500 stock market using daily close price of S&P 500 stocks under two different periods as corresponding to the time before the financial crisis and under the crisis. Based on our analysis, it is found that under the financial crisis, the weight distribution is showing a special form as majority of links imply strong positive correlation and node numbers with the IS value loses power-law distribution. We establish the stock market network with maximum spanning tree through the correlation matrix and find the degree distribution has remained a power-law distribution, but the end of the deviation increased. Meanwhile, the distribution of intermediate nodes is more crowded.
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