We identify temporal investor networks for Nokia stock by constructing networks from correlations between investor-specific net-volumes and analyze changes in the networks around dot-com bubble. The analysis is conducted separately for households, financial, and non-financial institutions. Our results indicate that spanning tree measures for households reflected the boom and crisis: the maximum spanning tree measures had a clear upward tendency in the bull markets when the bubble was building up, and, even more importantly, the minimum spanning tree measures pre-reacted the burst of the bubble. At the same time, we find less clear reactions in the minimal and maximal spanning trees of non-financial and financial institutions around the bubble, which suggests that household investors can have a greater herding tendency around bubbles.,financial institutiondata in financial institution file contains investors links between financial institutional investors.non-financial institutiondata in non-financial institution file contains investors links between non-financial institutional investors.households_part1data in households_par1 file contains investors links between household investors until 2000.households_part2data in households_part2 file contains investors links between household investors between 2001-2002.,

2019