Data from: Dynamics of investor spanning trees around dot-com bubble

We identify temporal investor networks for Nokia stock by constructing
networks from correlations between investor-specific net-volumes and
analyze changes in the networks around dot-com bubble. The analysis is
conducted separately for households, financial, and non-financial
institutions. Our results indicate that spanning tree measures for
households reflected the boom and crisis: the maximum spanning tree
measures had a clear upward tendency in the bull markets when the bubble
was building up, and, even more importantly, the minimum spanning tree
measures pre-reacted the burst of the bubble. At the same time, we find
less clear reactions in the minimal and maximal spanning trees of
non-financial and financial institutions around the bubble, which suggests
that household investors can have a greater herding tendency around
bubbles.