作　　者： ; ;

机构地区： 西北农林科技大学经济管理学院

出　　处： 《西北农林科技大学学报（社会科学版）》 2013年第6期51-60,共10页

摘　　要： 股市板块结构研究对投资者认识板块特征、确定投资组合有重要影响。文章通过对中国A股农业板块中个股的价格和成交量两个波动率进行复杂网络建模研究发现:该板块拓扑结构呈现"小世界"和"无标度"性;在板块的信息传播中量、价两个网络存在同样的"桥梁"节点但其传播模式呈不同态势;在板块的社区结构中创业板股票、林业类股票和常规类股票为农业板块三个不同的组成区域;创业板个股在农业板块信息传播中存在重要作用。 The stock sector structure researching affects investors＇ awareness of the characteristics about the sector and the composition of investment portfolio. By modeling complex network mode for the price and volume volatility in agriculture sector of China＇s stock markets, this paper finds that the topological structure presents the nature of ＂Small world＂ and ＂Scale-free＂ in this sector. Secondly, during the process of information dissemination, there are the same ＂Bridge＂ nodes in the two networks. But the sector shows a different trend in the dissemination mode. Furthermore , the forestry stocks, the GEM stocks and the ordinary stocks have different community characters and compose the whole agriculture sector. In addition, the paper also finds that the GEM stocks play an important role in the progress of information dissemination in agriculture sector. Generally speaking, the paper finds the structure information of the agricultural sector and constructs a new system for sector structural information mining. At last, all the methods are suitable for the analysis of sector in the financial markets.

关 键 词： 行业分析 农业板块 复杂网络 股市结构特征

领　　域： [经济管理]