Wei-Xing Zhou : Citation Profile

Are you Wei-Xing Zhou?

East China University of Science and Technology

27

H index

68

i10 index

2749

Citations

RESEARCH PRODUCTION:

123

Articles

147

Papers

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 124
   Journals where Wei-Xing Zhou has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 142 (4.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh846
   Updated: 2024-01-16    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Barnett, William (4)

Wang, Gang-Jin (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wei-Xing Zhou.

Is cited by:

Krištoufek, Ladislav (47)

Fantazzini, Dean (41)

Guangxi, Cao (37)

Shen, Dehua (36)

Wang, Yudong (34)

Wang, Gang-Jin (29)

Lv, Dayong (26)

He, Ling-Yun (24)

Wang, Yudong (23)

Fry, John (21)

Yan, Wanfeng (18)

Cites to:

Farmer, J. (59)

Mantegna, Rosario (41)

Gabaix, Xavier (29)

Fama, Eugene (24)

GUPTA, RANGAN (18)

Brock, William (18)

He, Ling-Yun (17)

Hommes, Cars (17)

Roubaud, David (16)

Ji, Qiang (16)

Lo, Andrew (15)

Main data

Where Wei-Xing Zhou has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications62
Quantitative Finance8
PLOS ONE7
Chaos, Solitons & Fractals7
The European Physical Journal B: Condensed Matter and Complex Systems7
International Journal of Modern Physics C (IJMPC)4
Empirical Economics3
Finance Research Letters2
Journal of International Financial Markets, Institutions and Money2
Resources Policy2
Journal of Economic Behavior & Organization2
The North American Journal of Economics and Finance2
Emerging Markets Review2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org137
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5
Working Papers / ETH Zurich, Chair of Systems Design3

Recent works citing Wei-Xing Zhou (2024 and 2023)

YearTitle of citing document
2023Optimal Bubble Riding: A Mean Field Game with Varying Entry Times. (2022). Wang, Shichun ; Tangpi, Ludovic. In: Papers. RePEc:arx:papers:2209.04001.

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2023Precision measurement of the return distribution property of the Chinese stock market index. (2022). Zheng, Yanyan ; Liu, Peng. In: Papers. RePEc:arx:papers:2209.08521.

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2023Modeling and Simulation of Financial Returns under Non-Gaussian Distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Papers. RePEc:arx:papers:2302.02769.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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2023The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850.

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2023Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2310.18903.

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2023.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633.

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2023Role of vaccine in fighting the variants of COVID-19. (2023). Shao, Wei ; Yang, Mengdie ; Wu, Xinpei ; Jiang, Wenjing ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000607.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model. (2023). Bianchi, Sergio ; Angelini, Daniele. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004514.

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2023Detrending moving-average cross-correlation based principal component analysis of air pollutant time series. (2023). Li, Dan ; Fan, Qingju ; Dong, Xiaofeng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004599.

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2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

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2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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2023Air pollution and gender imbalance in labor supply responses: Evidence from South Korea. (2023). Kim, Taejong ; Han, Ahram ; Wang, Shun ; Ten, Gi Khan. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001025.

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2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

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2023Dynamic analysis of natural gas substitution for crude oil: Scenario simulation and quantitative evaluation. (2023). Ding, Qinyi ; Pan, Lingying ; Yang, Weixin. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021588.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Systemic risk in non financial companies: Does governance matter?. (2023). Soana, Maria Gaia ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001175.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Can bonds hedge stock market risks? Green bonds vs conventional bonds. (2023). Yoon, Seong-Min ; Nie, Siyue ; Xiong, Youlin ; Dong, Xiyong. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200544x.

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2023Price limit change and magnet effect: The role of investor attention. (2023). Li, Peigong ; Hao, Jing ; Zhang, Xiaotao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232200753x.

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2023Multifractal cross-correlations between green bonds and financial assets. (2023). Tabak, Benjamin M. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007796.

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2023Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees. (2023). Song, Jae Wook ; Cho, Younghwan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232200784x.

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2023Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method. (2023). Huang, Qian ; Yang, Jie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300065x.

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2023Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices. (2023). Nie, Chun-Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001447.

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2023The interactive CNY-CNH relationship: A wavelet analysis. (2023). Cai, Xiaojing ; Gao, Xiang ; Tian, Shuairu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s026156062300030x.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

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2023Impact of international trade on crude oil in political unstable economies: Evidence from quantile regression. (2023). Zheng, Jiyuan ; Krishnan, Deepika ; Lan, Yueqin. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003951.

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2023Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices Influence on Korean Short Selling Activities. (2023). Kim, Woo Chang ; Lee, Myounggu ; Choi, Insu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000847.

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2023Multifractal characteristics of multiscale drought in the Yellow River Basin, China. (2023). Jiang, Shouzheng ; Zhao, LU ; Liang, Chuan ; Zhan, Cun ; Zhang, Yaling ; Niu, Kaijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008639.

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2023A local fitting based multifractal detrend fluctuation analysis method. (2023). Kim, Junseok ; Wu, Xinpei ; Huang, Menghao ; Wang, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000316.

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2023Approximate waiting times for queuing systems with variable long-term correlated arrival rates. (2023). Pyko, Svetlana A ; Markelov, Oleg A ; Kuzmenko, Alexander V ; Bogachev, Mikhail I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123000687.

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2023Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139.

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2023Asymmetric multifractal spectrum distribution based on detrending moving average cross-correlation analysis. (2023). Chen, Jiayi ; Shen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001140.

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2023Modeling and simulation of financial returns under non-Gaussian distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123004417.

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2023Horizontal visibility graphs mapped from multifractal trinomial measures. (2023). Niu, Min ; Hu, Xiaohua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006489.

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2023Identification of critical transportation cities in the multimodal transportation network of China. (2023). Zong, Huiming ; Shen, Jingwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s037843712300729x.

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2023Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks. (2023). Li, Sai-Ping ; Lu, Feng-Zhi ; Yang, Ming-Yuan ; Ren, Fei ; Chen, Zhang-Hangjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:295-305.

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2023The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Wang, Qunwei ; Dai, Peng-Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921.

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2023Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077.

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2023Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545.

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2023Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101.

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2023Income distribution, implementation sequence, and equity in auto ownership rationing. (2023). Li, Zhi-Chun ; Yu, De-Ping. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:173:y:2023:i:c:p:59-89.

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2023Evolutionary Analysis of the Solar Photovoltaic Products Trade Network in Belt and Road Initiative Countries from an Economic Perspective. (2023). Huang, Weilung. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6371-:d:1231663.

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2023Internationalization Pace, Social Network Effect, and Performance among China’s Platform-Based Companies. (2023). Jiang, Wanxing ; Lyu, Jiayi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8252-:d:1150454.

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2023Economic policy uncertainty and exchange market pressure in Nigeria: a quantile regression analysis. (2023). Adeyemi, Francis Olayinka ; Adedokun, Adeniyi Jimmy ; Falayi, Olabusuyi Rufus ; Kumeka, Terver Theophilus. In: International Journal of Sustainable Economy. RePEc:ids:ijsuse:v:15:y:2023:i:2:p:135-166.

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2023Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the Chinas Stock Markets. (2023). Gao, Wei ; Wu, XU ; Yue, Ding ; Yan, Ruzhen. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10215-5.

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2023A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options. (2023). Chen, Zhang-Hangjian ; Xiong, Xiong ; Li, Sai-Ping ; Cai, Mei-Ling ; Ren, Fei. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10268-0.

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2023Sectoral volatility spillovers and their determinants in Vietnam. (2023). Vo, Duc Hong ; Nguyen, Nhan Thien ; Dang, Tam Hoang-Nhat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09446-9.

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2023A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855.

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2023Community detection for New York stock market by SCORE-CCD. (2023). Yang, Yuehan. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:3:d:10.1007_s00180-022-01245-0.

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2023Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine ; Papana, Angeliki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9.

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2023Financial price dynamics and phase transitions in the stock markets. (2023). Peng, Hongjuan ; Tang, Pan ; Zhuang, Yangyang ; Zhang, Ditian. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:96:y:2023:i:3:d:10.1140_epjb_s10051-023-00501-6.

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2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4.

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2023The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis. (2023). Maghyereh, Aktham ; Wtorek, Marcin ; Abdoh, Hussein. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01404-x.

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2023Day?of?the?week effect and market liquidity: A comparative study from emerging stock markets of Asia†. (2023). Zaman, Syed Imran ; Alam, Syed Hasnain ; Aqil, Muhammad ; Khan, Badal. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:544-561.

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2023International journal of finance and economics: A bibliometric overview. (2023). Gupta, Prashant ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:9-46.

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2023Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions. (2023). Huang, Chuangxia ; Yang, Xiaoguang ; Liu, Hong ; Chen, Shan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1201-1213.

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2023Option features and price discovery in convertible bonds. (2023). Lian, Feng ; Xu, Hailun ; Peiran, LI ; Yuan, Xianghui ; Jin, Liwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:384-403.

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2023Effects of mergers on network models of the financial system. (2023). Heckmann, Lotta ; Nevermann, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:280415.

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Works by Wei-Xing Zhou:

YearTitleTypeCited
2007Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes In: Papers.
[Full Text][Citation analysis]		paper34
2008Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2007Multifractality in stock indexes: Fact or fiction? In: Papers.
[Full Text][Citation analysis]		paper43
2008Multifractality in stock indexes: Fact or Fiction?.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2007Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests In: Papers.
[Full Text][Citation analysis]		paper12
2008Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2008Universal price impact functions of individual trades in an order-driven market In: Papers.
[Full Text][Citation analysis]		paper20
2012Universal price impact functions of individual trades in an order-driven market.(2012) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2007Empirical distributions of Chinese stock returns at different microscopic timescales In: Papers.
[Full Text][Citation analysis]		paper35
2008Empirical distributions of Chinese stock returns at different microscopic timescales.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2007Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index In: Papers.
[Full Text][Citation analysis]		paper9
2008Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2007Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks In: Papers.
[Full Text][Citation analysis]		paper0
2007Empirical regularities of order placement in the Chinese stock market In: Papers.
[Full Text][Citation analysis]		paper5
2008Empirical regularities of order placement in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 5		article
2008Multifractal analysis of Chinese stock volatilities based on partition function approach In: Papers.
[Full Text][Citation analysis]		paper43
2008Multifractal analysis of Chinese stock volatilities based on the partition function approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2008Direct evidence for inversion formula in multifractal financial volatility measure In: Papers.
[Full Text][Citation analysis]		paper0
2008Empirical shape function of limit-order books in the Chinese stock market In: Papers.
[Full Text][Citation analysis]		paper12
2008Empirical shape function of limit-order books in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
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