https://www.selleckchem.com/products/ly3039478.html The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai Stock Exchange (SSE) A-shares, this paper divides the period between 2005 and 2018 into eight bull and bear market stages to investigate interactive patterns in the Chinese financial market. We employ the Least Absolute Shrinkage and Selection Operator (LASSO) method to construct the stock network, compare the heterogeneity of bull and bear markets, and further use the Map Equation method to analyse the evolution of modules in the SSE A-shares market. Empirical results show that (1) the connected effect is more significant in bear markets than bull markets and gives rise to abnormal volatilities in the stock market; (2) a system module can be found in the network during the first four stages, and the industry aggregation effect leads to module differentiation in the last four stages; (3) some stocks have leading effects on others throughout eight periods, and medium- and small-cap stocks with poor financial conditions are more likely to become risk sources, especially in bear markets. Our conclusions are beneficial to improving investment strategies and making regulatory policies.As a major threat factor for female health, breast cancer (BC) has garnered a lot of attention for its malignancy and diverse molecules participating in its carcinogenesis process. Among these complex carcinogenesis processes, cell proliferation, epithelial-to-mesenchymal transition (EMT), mesenchymal-to-epithelial transition (MET), and angiogenesis are the major causes for the occurrence of metastasis and chemoresistance which account for cancer malignancy. MicroRNAs packaged and secreted in exosomes are termed "exosomal microRNAs (miRNAs)". Nowadays, more researches have uncovered the roles of exosomal miRNAs played in BC metastasis. In this review, we recapitula