Exploring the network structure and nodal centrality of China's stock network

摘要

We present a novel strategy to build a directed stock network by visualizing granger causality existing between node-pairs. Furthermore, we compare the structure characteristics and nodal centrality in this newly-created directed network with those of the correlation network and conclude that directed network reflects the other portray of stock market based on its heterogeneity. In addition, causality bias of nodes results from antithetic communities in directed causal network.