Random matrix approach to shareholding n
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Wataru Souma; Yoshi Fujiwara; Hideaki Aoyama
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Article
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2004
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Elsevier Science
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English
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A shareholding network is represented by a symmetrical adjacency matrix. The random matrix theoretical approach to this matrix shows that the spectrum follows a power law distribution, rรฐlร $ jlj รd , in the tail part. It is also shown that the degree distribution of this network follows a power law