Abstract: By integrating the traditional econometrical methods with the complex network modeling and analyzing methods， the information spillover relationships among industries of Chinese stock market and the individual industry information spillover abilities as well as their distributions were empirically studied. The results indicated that the returns term does not exert any effect on the information spillover among industries. The market factors significantly strengthen the bilateral information spillover effects among industries and significantly weaken the unilateral information spillover effects among industries. The information spillover effects tend to be strengthened or weakened with the ups and downs of the market. The individual industry’s information spillover ability takes on the distribution of a higher peak and a fat tail. Furthermore， with the MST (minimal spanning tree) method， the rules of information spillover among industries can be found quickly and effectively.

Key words: stock market, industry, information spillover, complex network, minimal spanning tree