Transmission Mechanism of Stock Price Fluctuation in the Rare Earth Industry Chain

The transmission of stock price fluctuations of listed companies in the rare earth industry has complex characteristics. Mastering its transmission law is of great meaning to understand the relationship between the upstream and downstream of the rare earth industry chain and market investment. This article uses the time series of daily closing prices of stocks in the global rare earth industry chain in the past ten years as the research object. The Granger causality test and complex network theory were used to construct the risk transmission network of the industrial chain. We have identified the key stocks in the network of stock price fluctuation in the rare earth industry chain and obtained the transmission path of stock price fluctuation. According to the results: (1) The stocks of Chinese and Japanese listed companies considerably influence the transmission of the stock price fluctuation in the rare earth industry chain. (2) The transmission distance of the stock price fluctuation of each network is relatively small, and the transmission speed is relatively fast. (3) The fluctuation of stock price in the rare earth industry chain is mainly transmitted from the upstream and midstream links to the midstream and downstream links.

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The Research on Influencing Factors of Stock Price Fluctuation of Listed Companies in China Based on PCA-Multiple Regression

Open Journal of Social Sciences ◽

10.4236/jss.2021.93020 ◽

2021 ◽

Vol 09 (03) ◽

pp. 305-315

Author(s):

Yan Ma

Keyword(s):

Multiple Regression ◽

Influencing Factors ◽

Stock Price ◽

Listed Companies ◽

Price Fluctuation

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Media Sentiment, Government Supervision Strategy, and Stock Price Fluctuation Risk

Discrete Dynamics in Nature and Society ◽

10.1155/2021/5532663 ◽

2021 ◽

Vol 2021 ◽

pp. 1-16

Author(s):

Zhu Jufang

Keyword(s):

Network Theory ◽

Stock Price ◽

Association Network ◽

Price Fluctuation ◽

Positive Correlation ◽

Complex Network Theory ◽

Inherent Risk ◽

Government Supervision ◽

Market Noise ◽

Media Sentiment

From the cross perspective of communication science and administration management, based on complex network theory, this paper constructs a model of stock price fluctuation risk contagion, which comprehensively considers media sentiment and government supervision strategy, and deeply analyzes the contagion mechanism of stock price fluctuation risk under the interaction of media sentiment and government supervision strategy. The main conclusions are as follows: The stock association network established by random way is more likely to cause contagion of stock price fluctuation risk. Media sentiment tendency, media sentiment intensity, and media attention persistence have positive “U” relationship, inverted “U” relationship, and positive correlation with contagion intensity of stock price fluctuation risk, respectively. There is a negative correlation between the strength, persistence, and timeliness of government supervision and the contagion intensity of stock price fluctuation risk. There is a positive correlation between market noise and contagion intensity of stock price fluctuation risk, and market noise has a restraining effect on media sentiment and government supervision strategy. In addition, the stock price fluctuation risk is inherent risk in the stock market, which cannot be eliminated by adjusting media sentiment and government supervision strategy, but its contagion intensity can be effectively controlled.

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