The paper defines and detects largest strong correlation balanced modules in statistically validated signed stock networks and shows they enlarge during Chinese market crises while rotating across sectors.
Sudden shock and stoc k market network structure characteristics: A comparison o f past crisis events
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Finding Core Balanced Modules in Statistically Validated Stock Networks
The paper defines and detects largest strong correlation balanced modules in statistically validated signed stock networks and shows they enlarge during Chinese market crises while rotating across sectors.