Data for: Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions
Description of this data
This dataset includes the stock prices of 45 Chinese financial institutions and the Fama and French (1993)'s three factors in Chinese stock market. The stock prices of 45 institutions are obtained from the Wind dataset, while the three factors are gained from the CSMAR dataset. The time span of these data is from December 31st, 2004, to November 30, 2016.
Experiment data files
This data is associated with the following publication:
Cite this dataset
Zhu, Xiaoqian; Li, Jianping; Li, Jingyu; Yao, Yanzhen (2019), “Data for: Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions”, Mendeley Data, v1 http://dx.doi.org/10.17632/br4r55dkc3.1