Lazy Network: A Word Embedding-Based Temporal Financial Network to Avoid Economic Shocks in Asset Pricing Models

Table 1

Average standard deviation of Kolmogorov–Smirnov (KS) statistic and its corresponding p value for different threshold values from 2000 to 2018. The higher the p value, the more plausible it is that the degree distribution follows the power law. According to [36], a p value larger than 0.1 provides strong evidence of following the power law at a significance level of .

Threshold	0.30	0.35	0.40	0.45	0.50	0.55	0.60
KS statistic	0.17  0.03	0.08  0.04	0.05  0.01	0.09  0.04	0.10  0.05	0.10  0.03	0.14  0.03
p value	0.00  0.00	0.27  0.32	0.62  0.31	0.18  0.21	0.19  0.30	0.03  0.06	0.01  0.02