Network topology analysis approach on China’s QFII stock investment behavior

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• 作者：Yongjie Zhang^a ; ^c ; Xing Cao^a ; Feng He^b ; ^{feng_ac@163.com} ; Wei Zhang^a ; ^c
• 关键词：QFII ; Network topology ; Fluctuation correlation ; Mutual stock holding
• 刊名：Physica A: Statistical Mechanics and its Applications
• 出版年：2017
• 出版时间：1 May 2017
• 年：2017
• 卷：473
• 期：Complete
• 页码：77-88
• 全文大小：2248 K
• 卷排序：473

文摘

Network topology characteristics of QFII in Chinese stock market is studied. QFII network topological characteristics affect their fluctuation correlation. Herding existed mainly before 2011. The first evidence of network research with QFII I investment behavior in China.