In a bipartite stock-investor contagion model on Chinese mutual fund data, the critical market confidence scales linearly with the price limit (alpha_c = 1 - c), and small fully-nested stocks are the main drivers of collapse.
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The emergence of critical stocks in market crash
In a bipartite stock-investor contagion model on Chinese mutual fund data, the critical market confidence scales linearly with the price limit (alpha_c = 1 - c), and small fully-nested stocks are the main drivers of collapse.