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Investment structure characteristics of China securities investment fund based on the complex networks

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3 Author(s)
Jinqun Zeng ; School of Business Administration, South China University of Technology, Guangzhou 510640, P.R. China ; Jianmei Yang ; Weicong Xie

First, this paper constructs the semi-annual stock-fund bipartite networks models according to detail data of funds and stocks held by the fund from June 2000 ~ June 2009 in china. Then, some static and dynamic characteristics of stocks held by the fund centralized and decentralized are analyzed combination of network topology index. Stock Selection Fund (the top node) of the overall statistical characteristics of basic obedience stretched exponential distribution, fund holdings (bottom node) of the overall statistical characteristics of time are exponentially distributed, power law tail of the distribution of different forms of distribution. Finally, The formation mechanism of these distributions are analyzed and discussed by financial theory and formation mechanism of complex network theory.

Published in:

Information and Financial Engineering (ICIFE), 2010 2nd IEEE International Conference on

Date of Conference:

17-19 Sept. 2010