Stock Market Temporal Complex Networks Construction, Robustness Analysis, and Systematic Risk Identification: A Case of CSI 300 Index

Table 1

ADF test of selected stocks during 2016-2017 and 2017-2018.

2016-2017			2017-2018
Stock	D-F	value	Stock	D-F	value
Ping An Bank	25.2817	0.001	Ping An Bank	23.5691	0.001
Shenzhen Zhongjin Lingnan Nonfemet	27.0890	0.001	Shenzhen Zhongjin Lingnan Nonfemet	27.8371	0.001
Overseas China Town A	28.0743	0.001	Overseas China Town A	25.6870	0.001
Zoomlion Heavy Industry Science & Technology	22.0906	0.001	Zoomlion Heavy Industry Science & Technology	21.3686	0.001
Wei Chai Power	24.7719	0.001	Wei Chai Power	26.5893	0.001
Financial Street Holding	25.8204	0.001	Financial Street Holding	24.5114	0.001
Shandong Dong-Ee Jiao	26.0686	0.001	Shandong Dong-Ee Jiao	31.4732	0.001
Luzhou Lao Jiao	29.0036	0.001	Luzhou Lao Jiao	33.0492	0.001
Jilin Aodong Pharmaceutical	24.4411	0.001	Jilin Aodong Pharmaceutical	21.6696	0.001
Chongqing Changan Automobile	26.6082	0.001	Chongqing Changan Automobile	16.9782	0.001
Hubei Biocause Pharmaceutical	23.4925	0.001	Hubei Biocause Pharmaceutical	24.1930	0.001
Tongling Nonferrous Metals	24.5328	0.001	Tongling Nonferrous Metals	22.8132	0.001
HESTEEL	24.6379	0.001	HESTEEL	22.2333	0.001
BOE Technology	19.2278	0.001	BOE Technology	21.5965	0.001
Guoyuan Securities	20.5826	0.001	Guoyuan Securities	20.5943	0.001
Avic Aircraft	22.8011	0.001	Avic Aircraft	26.0381	0.001
GF Securities	22.7073	0.001	GF Securities	21.6436	0.001
Changjiang Securities	19.5375	0.001	Changjiang Securities	18.6640	0.001
CITIC Guoan Information Industry	20.3464	0.001	CITIC Guoan Information Industry	23.1893	0.001
Wuliangye	26.6843	0.001	Wuliangye	32.7552	0.001