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