Complex networks are constructed to study correlations between the closing prices for all
US stocks that were traded over two periods of time (from July 2005 to August 2007; and
from June 2007 to May 2009). The nodes are the stocks, and the connections are
determined by cross correlations of the variations of the stock prices, price returns and
trading volumes within a chosen period of time. Specifically, a winner-take-all approach is
used to determine if two nodes are connected by an edge. So far, no previous work has …