Research on the Stock Correlation Network Entropy and Its Influencing Factors in the Chinese Interbank Market
The stability of the interbank market is an essential guarantee for the sustainable development of society. Network entropy theory provides a critical research paradigm for the study of the stability of the interbank market. Considering that few scholars have conducted in-depth analysis on the influ...
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| Veröffentlicht in: | Mathematical problems in engineering 2021-07, Vol.2021, p.1-8 |
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| creator | Jiang, Qiao Ma, Qianting Liu, Xiaoxing |
| description | The stability of the interbank market is an essential guarantee for the sustainable development of society. Network entropy theory provides a critical research paradigm for the study of the stability of the interbank market. Considering that few scholars have conducted in-depth analysis on the influencing factors of the network entropy’s evolution process, this paper constructs the stock correlation network entropy model in the Chinese interbank market based on the correlation of stock price fluctuation. It focuses on analyzing the influencing factors in the dynamic evolution process of the stock correlation network entropy. In the light of empirical research, we can obtain the following results. First, the interbank market network’s aggregation coefficient, the interbank market network’s centrality, and the bank stock’s return rate play a positive role in the dynamic evolution of stock correlation network entropy in the Chinese interbank market. Second, the bank stock return’s volatility is negatively correlated with its network entropy. To maintain the stability of the financial market, the supervision department can monitor the stability of the interbank market by constructing the stock correlation network entropy. |
| doi_str_mv | 10.1155/2021/9941148 |
| format | Article |
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Network entropy theory provides a critical research paradigm for the study of the stability of the interbank market. Considering that few scholars have conducted in-depth analysis on the influencing factors of the network entropy’s evolution process, this paper constructs the stock correlation network entropy model in the Chinese interbank market based on the correlation of stock price fluctuation. It focuses on analyzing the influencing factors in the dynamic evolution process of the stock correlation network entropy. In the light of empirical research, we can obtain the following results. First, the interbank market network’s aggregation coefficient, the interbank market network’s centrality, and the bank stock’s return rate play a positive role in the dynamic evolution of stock correlation network entropy in the Chinese interbank market. Second, the bank stock return’s volatility is negatively correlated with its network entropy. To maintain the stability of the financial market, the supervision department can monitor the stability of the interbank market by constructing the stock correlation network entropy.</description><identifier>ISSN: 1024-123X</identifier><identifier>EISSN: 1563-5147</identifier><identifier>DOI: 10.1155/2021/9941148</identifier><language>eng</language><publisher>New York: Hindawi</publisher><subject>Bank stocks ; Banking ; Empirical analysis ; Engineering ; Entropy ; Evolution ; Securities markets ; Stability ; Stochastic models ; Stock exchanges ; Sustainable development ; Volatility</subject><ispartof>Mathematical problems in engineering, 2021-07, Vol.2021, p.1-8</ispartof><rights>Copyright © 2021 Qiao Jiang et al.</rights><rights>Copyright © 2021 Qiao Jiang et al. This is an open access article distributed under the Creative Commons Attribution License (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 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Network entropy theory provides a critical research paradigm for the study of the stability of the interbank market. Considering that few scholars have conducted in-depth analysis on the influencing factors of the network entropy’s evolution process, this paper constructs the stock correlation network entropy model in the Chinese interbank market based on the correlation of stock price fluctuation. It focuses on analyzing the influencing factors in the dynamic evolution process of the stock correlation network entropy. In the light of empirical research, we can obtain the following results. First, the interbank market network’s aggregation coefficient, the interbank market network’s centrality, and the bank stock’s return rate play a positive role in the dynamic evolution of stock correlation network entropy in the Chinese interbank market. Second, the bank stock return’s volatility is negatively correlated with its network entropy. To maintain the stability of the financial market, the supervision department can monitor the stability of the interbank market by constructing the stock correlation network entropy.</description><subject>Bank stocks</subject><subject>Banking</subject><subject>Empirical analysis</subject><subject>Engineering</subject><subject>Entropy</subject><subject>Evolution</subject><subject>Securities markets</subject><subject>Stability</subject><subject>Stochastic models</subject><subject>Stock exchanges</subject><subject>Sustainable development</subject><subject>Volatility</subject><issn>1024-123X</issn><issn>1563-5147</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2021</creationdate><recordtype>article</recordtype><sourceid>RHX</sourceid><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><sourceid>GNUQQ</sourceid><recordid>eNp90MtKAzEUBuAgCtbqzgcIuNTRnFzmspSh1UJV8ALuhkwmY6fTJjVJKX17U6ZrVzmEj_9wfoSugdwDCPFACYWHouAAPD9BIxApSwTw7DTOhPIEKPs-RxfeL0mUAvIRWr9rr6VTC2wNDguNP4JVPS6tc3olQxd_X3XYWdfjiQnObvZYmgbPgscz06622qjO_OCpVME6j7shpFx0JuZGErSrpenxi3S9DpforJUrr6-O7xh9TSef5XMyf3ualY_zRDGWhYQplua0gYJyYFnGiVY8lzUASFaLJqNcSlEDbWXDtSYpa1OSasHyOpVF0yg2RjdD7sbZ3632oVrarTNxZUWFKBjLGRFR3Q1KOeu90221cd1aun0FpDoUWh0KrY6FRn478HhcI3fd__oPSU51Mg</recordid><startdate>20210726</startdate><enddate>20210726</enddate><creator>Jiang, Qiao</creator><creator>Ma, Qianting</creator><creator>Liu, Xiaoxing</creator><general>Hindawi</general><general>Hindawi Limited</general><scope>RHU</scope><scope>RHW</scope><scope>RHX</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7TB</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>COVID</scope><scope>CWDGH</scope><scope>DWQXO</scope><scope>FR3</scope><scope>GNUQQ</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K7-</scope><scope>KR7</scope><scope>L6V</scope><scope>M7S</scope><scope>P5Z</scope><scope>P62</scope><scope>PIMPY</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PRINS</scope><scope>PTHSS</scope><orcidid>https://orcid.org/0000-0002-4728-7040</orcidid></search><sort><creationdate>20210726</creationdate><title>Research on the Stock Correlation Network Entropy and Its Influencing Factors in the Chinese Interbank Market</title><author>Jiang, Qiao ; 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Network entropy theory provides a critical research paradigm for the study of the stability of the interbank market. Considering that few scholars have conducted in-depth analysis on the influencing factors of the network entropy’s evolution process, this paper constructs the stock correlation network entropy model in the Chinese interbank market based on the correlation of stock price fluctuation. It focuses on analyzing the influencing factors in the dynamic evolution process of the stock correlation network entropy. In the light of empirical research, we can obtain the following results. First, the interbank market network’s aggregation coefficient, the interbank market network’s centrality, and the bank stock’s return rate play a positive role in the dynamic evolution of stock correlation network entropy in the Chinese interbank market. Second, the bank stock return’s volatility is negatively correlated with its network entropy. To maintain the stability of the financial market, the supervision department can monitor the stability of the interbank market by constructing the stock correlation network entropy.</abstract><cop>New York</cop><pub>Hindawi</pub><doi>10.1155/2021/9941148</doi><tpages>8</tpages><orcidid>https://orcid.org/0000-0002-4728-7040</orcidid><oa>free_for_read</oa></addata></record> |
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| subjects | Bank stocks Banking Empirical analysis Engineering Entropy Evolution Securities markets Stability Stochastic models Stock exchanges Sustainable development Volatility |
| title | Research on the Stock Correlation Network Entropy and Its Influencing Factors in the Chinese Interbank Market |
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