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Notice of RetractionThe Complex Effect of the Financial Crisis on U.S. S&P 500 Stock Market

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 “community structure" has been greatly changed as grouping coefficient rapidly reduced. Degree distribution has remained a power-law distribution, but the end of the deviation increased. Meanwhile, the distribution of intermediate nodes is more crowded.