Sudden shock and stock market network structure characteristics: A comparison of past crisis events

•The correlation between stocks increases when major events occur, and this impact will last for a period after the event.•The severe impact of the global financial crisis on China's stock market occurred after the crisis.•The network structure of the stock market has an indicator effect on the...

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Veröffentlicht in:	Technological forecasting & social change 2022-07, Vol.180, p.121732, Article 121732
Hauptverfasser:	He, Chengying, Wen, Zhang, Huang, Ke, Ji, Xiaoqin
Format:	Artikel
Sprache:	eng
Schlagworte:	Clustering COVID-19 Economic crisis Eigenvectors Epidemics International finance Network centrality Optimization Risk Securities markets Stock market network Sudden shock Systemic risk contribution Topology structure
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