  One of the most important features of capital markets as an adaptive complex
networks is their collective behavior. In this paper, we have analyzed the
banking sectors of 4 world stock markets,which composed of emerging and matures
ones. By applying one the important complexity notions, Random matrix
theory(RMT), it is founded that mature markets have a higher degree of
collective behavior,Even though we used RMT tools: participation ratio(PR),
node participation ratio(NPR)and relative participation ratio(RPR) , which NPR
illustrated independent banks than whole market and RPR compared collective
behavior of markets by a normal range. By applying local and global
perturbations, we concluded that mature markets are more vulnerable to
perturbations due to the high level of collective behavior. Finally, by drawing
the dendrograms and heat maps of the correlation matrices,
