The emergence of critical stocks in market crash

Data used in the paper "The emergence of critical stocks in market crash".<br>1. The '2015bipartite.graphml' and '2015-1_fund_stock.graphml' contains the stock networks established by the mutual funds holding data on Jun 30, 2015. While the first file has the mutual funds holding values grouped by the labels of mutual fund companies, the second one uses mutual funds holding values directly. The original data of mutual funds holding are provided by Wind Information, which is not publicly available due to Wind’s license requirement. 2. The ‘stock_style.csv’ describes which kind of investment style a stock belongs to, which is also downloaded from Wind Information. 3. The series of files named as ‘first to low *.csv’ includes the stocks which reach their limit down prices. The timing of stocks reaching limit down prices are calculated from the intraday price data provided by Thomson Reuters’ Tick History. The information of whether a stock reached its limit down price is provides by Wind Information. The original price trends data is not publicly available due to the company’s license requirement. <br>

本数据集为论文《市场崩盘中关键股票的涌现》（The emergence of critical stocks in market crash）所使用的研究数据。<br>1. 文件`2015bipartite.graphml`与`2015-1_fund_stock.graphml`包含基于2015年6月30日公募基金持仓数据构建的股票网络。其中，前者将公募基金持仓值按基金公司标签进行分组统计，后者则直接采用公募基金的原始持仓数值。公募基金持仓的原始数据由万得资讯（Wind Information）提供，但因万得资讯的授权许可要求，该数据无法对外公开。<br>2. 文件`stock_style.csv`说明了个股对应的投资风格类型，该数据集同样从万得资讯下载获取。<br>3. 命名格式为“first to low *.csv”的系列文件收录了所有触及跌停价格的个股。个股触及跌停价格的时点由汤森路透Tick History（Thomson Reuters’ Tick History）提供的日内逐笔价格数据计算得出；个股是否触及跌停的信息则由万得资讯提供。因相关企业的授权许可要求，原始价格趋势数据无法对外公开。