  With the random matrix theory, we study the spatial structure of the Chinese
stock market, American stock market and global market indices. After taking
into account the signs of the components in the eigenvectors of the
cross-correlation matrix, we detect the subsector structure of the financial
systems. The positive and negative subsectors are anti-correlated each other in
the corresponding eigenmode. The subsector structure is strong in the Chinese
stock market, while somewhat weaker in the American stock market and global
market indices. Characteristics of the subsector structures in different
markets are revealed.

General Finance;Physics and Society