Abstract
The Chinese A-share Stock Market has been suffering from massive volatility since the popping of a bubble on June 15, 2015. About a third of the values of A-shares in Shanghai Stock Exchange was lost within one month of the event. Although the Chinese government enacted many measures to halt the fall, the turbulence of the Chinese Stock Market continues in 2016. Motivated by the theory of graph limits, we apply motif statistics, dual motif statistics, and cut distances to study the correlation network structures of the Chinese A-share Stock Market in the last two years. The changing patterns of our measures match the major events of Chinese stock market. Our method extends the traditional motif-based method.
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