Before revision:  Using the eigen-entropy measure , computed from the eigen-centralities (ranks) of different stocks in the correlation network, we extract information about the "disorder " (or randomness) in the market correlation and its different modes.
After revision:  Using the eigen-entropy measure , computed from the eigen-centralities (ranks) of different stocks in the cross-correlation matrix, to extract information about the "disorder " (or randomness) in the market correlation and its different modes.