%0 Generic %A Zhao, Jichang %A Lu, Shan %D 2019 %T Stock network of China by mutual funds holdings %U https://figshare.com/articles/dataset/Stock_network_of_China_by_mutual_funds_holdings/5217232 %R 10.6084/m9.figshare.5217232.v3 %2 https://ndownloader.figshare.com/files/8908606 %2 https://ndownloader.figshare.com/files/8908609 %2 https://ndownloader.figshare.com/files/8908612 %2 https://ndownloader.figshare.com/files/8908615 %2 https://ndownloader.figshare.com/files/8908618 %2 https://ndownloader.figshare.com/files/8908627 %2 https://ndownloader.figshare.com/files/8908621 %2 https://ndownloader.figshare.com/files/8908624 %2 https://ndownloader.figshare.com/files/8908630 %2 https://ndownloader.figshare.com/files/8908633 %2 https://ndownloader.figshare.com/files/8908636 %2 https://ndownloader.figshare.com/files/8908639 %2 https://ndownloader.figshare.com/files/8908642 %2 https://ndownloader.figshare.com/files/8908645 %2 https://ndownloader.figshare.com/files/10522591 %K stock %K systemic risk %K Herding %K Complex Networks %K Financial Economics %X

1. The '2014-2_95_node_clean.graphml' and '2015-1_95_node_clean.graphml' contain the stock networks established by the mutual funds holding data on Dec 31, 2014 and Jun 30, 2015 accordingly. The original data of mutual funds holding is provided by Wind Information, which is not publicly available due to Wind’s license requirement.

2. The series of files named as ‘*percentage_change.csv’ includes the results of stocks’ intraday percentage changes. The first eight number in the filename specify the date. The ‘1min’ and ‘10min’ in the filename specify the granularity. These data are calculated from the intraday price trends data provided by Thomson Reuters’ Tick History. The original price trends data is not publicly available due to the company’s license requirement

3. The ‘style_and_industry.xlsx’ describes which industry and which kind of investment style a stock belongs to, which is also downloaded from Wind Information.

Due to license requirements of the data companies, all of the above files have converted the names of stocks into integers in a consistent way.

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updated on 2018/02/19
4. The ‘mutual_fund_names_Fig3.xlsx’ describes the tick label of y-axis in Fig. 3 (heatmap) and corresponding name of mutual fund company.
%I figshare