Analysis on Self-similarity Characteristic of Shanghai and Shenzhen Stock Transactions

The quantitative analysis of human economic behavior is the basis of understanding the social complex network systems. Stock trading has always been one of the most universal economic behaviors in our life. We aim at both 4 Shanghai and Shenzhen stocks, in which the exchange details with different price levels. Then the details of all transactions in a random sample have been taken as the empirical data for analyzing the statistical features of each stock's exchange process. We present the distributions of the time interval with ratio and proportion of stock transactions, the distributions of up/down speed of stock with the volume of buy order as well as sell order. We find that regardless of the level groups or the individual level, all of them contain the statistical law of self - similarity of nonlinear dynamical system.