Cross-correlation matrix analysis of Chinese and American bank stocks in subprime crisis<xref ref-type="fn" rid="cpb141155fn1">*</xref>

Cross-correlation matrix analysis of Chinese and American bank stocks in subprime crisis*

Zhu Shi-Zhao^a), Li Xin-Li^a), Nie Sen^b)†, Zhang Wen-Qing^a), Yu Gao-Feng^c), Han Xiao-Pu^d), Wang Bing-Hong^a),^b)‡

Time evolution of (a) stock price P _i( t ), (b) logarithmic return of stock price R _i, (c) renormalized return of stock price r _i for Industrial and Commercial bank of China.