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Network dynamics of the Chinese stock market

The Chinese stock market is ever changing and will play an increasingly important role in the global financial system. By analyzing topological properties of this market and temporal changes, this paper investigates network dynamics of this market by emphasizing interdependencies between stocks. This study partially selects 176 constituent stocks of CSI 300 index during the period of January 2009 to December 2013. The correlation matrices and correlation-based networks are empirically analyzed with the employment of rolling window approach. The small world property of the network and positive correlations between stocks are found and some key stocks even play important roles to exert more influences on the others.