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. 2014 May 27;9(5):e97711. doi: 10.1371/journal.pone.0097711

Figure 10. Projection Inline graphic of the 367 stock returns on the largest eigenvector Inline graphic.

Figure 10

Inline graphic obtained from the correlation matrices of the return series in the moving windows ended on 06/09/2000, 02/04/2003, 25/12/2006, 13/01/2009, 11/05/2010, and 30/12/2011, as a function of the return of the A-share Index of Shanghai Stock Exchange. The A-share Index is composed of all the A-share stocks listed on the Shanghai Stock Exchange. Curves are removed for clarity. A linear regression between the two normalized axes for different moving windows yields slopes: 0.99, 0.99, 0.88, 0.88, 0.90, and 0.91.