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

Table 2

Cointegration coefficient of Ping An Bank with other selected stocks during 2016-2017.

Taking Ping An Bank as an independent variable	Cointegration coefficient	value	Taking Ping An Bank as a dependent variable	Cointegration coefficient	value
Shenzhen Zhongjin Lingnan Nonfemet	0.3800	0.001	Shenzhen Zhongjin Lingnan Nonfemet	0.2069	0.001
Overseas China Town A	0.2845	0.001	Overseas China Town A	0.1990	0.001
Zoomlion Heavy Industry Science & Technology	−0.0263	0.001	Zoomlion Heavy Industry Science & Technology	−0.0332	0.001
Wei Chai Power	0.1911	0.001	Wei Chai Power	0.1913	0.001
Financial Street Holding	0.0388	0.001	Financial Street Holding	0.0175	0.001
Shandong Dong-Ee Jiao	−0.0735	0.001	Shandong Dong-Ee Jiao	−0.0921	0.001
Luzhou Lao Jiao	0.0951	0.001	Luzhou Lao Jiao	0.0774	0.001
Jilin Aodong Pharmaceutical	0.0484	0.001	Jilin Aodong Pharmaceutical	0.0408	0.001
Chongqing Changan Automobile	0.0592	0.001	Chongqing Changan Automobile	0.1228	0.001
Hubei Biocause Pharmaceutical	0.9468	0.001	Hubei Biocause Pharmaceutical	0.2885	0.001
Tongling Nonferrous Metals	0.1386	0.001	Tongling Nonferrous Metals	0.0697	0.001
HESTEEL	0.1649	0.001	HESTEEL	0.0468	0.001
BOE Technology	−0.0866	0.001	BOE Technology	−0.0384	0.001
Guoyuan Securities	0.3485	0.001	Guoyuan Securities	0.1364	0.001
Avic Aircraft	0.0701	0.001	Avic Aircraft	0.0379	0.001
GF Securities	0.2499	0.001	GF Securities	0.3116	0.001
Changjiang Securities	0.1883	0.001	Changjiang Securities	0.1466	0.001
CITIC Guoan Information Industry	0.1263	0.001	CITIC Guoan Information Industry	0.0431	0.001
Wuliangye	0.1396	0.001	Wuliangye	0.1530	0.001
Henan Shuanghui Investment & Development	0.1728	0.001	Henan Shuanghui Investment & Development	0.3226	0.001