  We present here a topological characterization of the minimal spanning tree
that can be obtained by considering the price return correlations of stocks
traded in a financial market. We compare the minimal spanning tree obtained
from a large group of stocks traded at the New York Stock Exchange during a
12-year trading period with the one obtained from surrogated data simulated by
using simple market models. We find that the empirical tree has features of a
complex network that cannot be reproduced, even as a first approximation, by a
random market model and by the one-factor model.
