Wei-Xing Zhou : Citation Profile

Are you Wei-Xing Zhou?

East China University of Science and Technology

25

H index

68

i10 index

2593

Citations

RESEARCH PRODUCTION:

94

Articles

137

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 123
   Journals where Wei-Xing Zhou has often published
   Relations with other researchers
   Recent citing documents: 237.    Total self citations: 119 (4.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh846
   Updated: 2023-03-25    RAS profile: 2020-05-10    
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Relations with other researchers

Works with:

Wang, Gang-Jin (5)

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 (43)

Fantazzini, Dean (37)

Shen, Dehua (36)

Guangxi, Cao (34)

Wang, Yudong (33)

Wang, Gang-Jin (30)

He, Ling-Yun (24)

Lv, Dayong (24)

Wang, Yudong (23)

Fry, John (19)

Yan, Wanfeng (18)

Cites to:

Farmer, J. (46)

Mantegna, Rosario (35)

Gabaix, Xavier (24)

Fama, Eugene (21)

Brock, William (17)

Malevergne, Yannick (14)

Subrahmanyam, Avanidhar (13)

He, Xuezhong (Tony) (13)

Scalas, Enrico (12)

Pammolli, Fabio (12)

Riccaboni, Massimo (12)

Main data

Where Wei-Xing Zhou has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications59
Quantitative Finance8
PLOS ONE7
The European Physical Journal B: Condensed Matter and Complex Systems5
International Journal of Modern Physics C (IJMPC)3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org129
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5
Working Papers / ETH Zurich, Chair of Systems Design3

Recent works citing Wei-Xing Zhou (2022 and 2021)

YearTitle of citing document
2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2021Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951.

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2021Fears for COVID-19: The crash risk of stock market. (2020). Dai, Peng-Fei ; Duc, Toan Luu ; Liu, Zhifeng. In: Papers. RePEc:arx:papers:2009.08030.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021The 2020 Global Stock Market Crash: Endogenous or Exogenous?. (2021). Zhu, Wei ; Shu, Min ; Song, Ruiqiang. In: Papers. RePEc:arx:papers:2101.00327.

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2021The COVID Crash of the 2020 U.S. Stock Market. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min. In: Papers. RePEc:arx:papers:2101.03625.

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2021Robustness of the international oil trade network under targeted attacks to economies. (2021). W. -X. Zhou, ; W.-X. Zhou, ; W. -J. Xie, ; Wei, N. In: Papers. RePEc:arx:papers:2101.10679.

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2021Analytic formula for option margin with liquidity costs under dynamic delta hedging. (2021). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:2103.15302.

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2021Simulation and estimation of a point-process market-model with a matching engine. (2021). Jericevich, Ivan ; Gebbie, Tim ; Chang, Patrick. In: Papers. RePEc:arx:papers:2105.02211.

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2022How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421.

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2021A new look at calendar anomalies: Multifractality and day of the week effect. (2021). Vodenska, Irena ; Stosic, Dusan ; Stanley, Eugene H. In: Papers. RePEc:arx:papers:2106.06164.

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2021Financial Return Distributions: Past, Present, and COVID-19. (2021). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2107.06659.

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2021Stock Movement Prediction with Financial News using Contextualized Embedding from BERT. (2021). Chen, Qinkai. In: Papers. RePEc:arx:papers:2107.08721.

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2021Crypto Wash Trading. (2021). Yang, Yang ; Tang, KE ; Li, XI ; Cong, Lin William. In: Papers. RePEc:arx:papers:2108.10984.

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2021Deep Hawkes Process for High-Frequency Market Making. (2021). Kumar, Pankaj. In: Papers. RePEc:arx:papers:2109.15110.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2021Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552.

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2021Community detection and portfolio optimization. (2021). Wang, Gang-Jin ; Zhao, Longfeng ; Chen, Lin ; Stanley, Eugene H. In: Papers. RePEc:arx:papers:2112.13383.

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2022Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. (2022). Reinert, Gesine ; Cucuringu, Mihai ; Bennett, Stefanos. In: Papers. RePEc:arx:papers:2201.08283.

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2022The short-term effect of COVID-19 pandemic on Chinas crude oil futures market: A study based on multifractal analysis. (2022). Yan-Hong, Yang ; Ying-Lin, Liu ; Ying-Hui, Shao. In: Papers. RePEc:arx:papers:2204.05199.

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2022Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time. (2022). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2208.01445.

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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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2022Precision 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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2022Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2022). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2209.10334.

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2022Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis. (2022). Sadhukhan, Poulomi. In: Papers. RePEc:arx:papers:2210.09619.

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2022On a Moving Average with Internal Degrees of Freedom. (2022). Malyshkin, Vladislav ; Davydov, Vadim ; Bobyl, Alexander ; Boudjemila, Linda. In: Papers. RePEc:arx:papers:2211.14075.

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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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2022House Price Convergence: Evidence from India. (2022). , Rath ; Raj, Rajesh. In: Working papers. RePEc:bfr:banfra:893.

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2021Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836.

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2022Fractal Dimension Option Hedging Strategy Implementation During Turbulent Market Conditions in Developing and Developed Countries. (2022). Dickason-Koekemoer, Zandri ; Ferreira-Schenk, Sune ; Basson, L J. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-9.

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2021Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach. (2021). Tahir, Rabia ; Memon, Bilal Ahmed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-40.

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2022Human capital dynamics in China: Evidence from a club convergence approach. (2022). Valerio Mendoza, Octasiano ; Borsi, Mihály ; Comim, Flavio. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s104900782200001x.

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2021Multiscale Rényi cumulative residual distribution entropy: Reliability analysis of financial time series. (2021). Zhang, Sheng ; Shang, Pengjian ; Xu, Meng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920308031.

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2021A portfolio strategy of stock market based on mean-MF-X-DMA model. (2021). Wu, Congxin ; Chen, Hongtao ; Ye, Xin ; Wang, Feng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310365.

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2021Cross-correlations between price and volume in Chinas crude oil futures market: A study based on multifractal approaches. (2021). Zhang, Hongwei ; Cheng, Hui ; Guo, Yaoqi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792031033x.

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2021Multiscale multifractal detrended partial cross-correlation analysis of Chinese and American stock markets. (2021). Lin, Aijing ; Ge, Xinlei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921000849.

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2021The analysis of the dynamic optimization problem in econophysics from the point of view of the symplectic approach for constrained systems. (2021). , Everton. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001053.

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2021Detrended multifractal characterization of Indian rainfall records. (2021). Mali, Provash ; Sarker, Alivia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921006512.

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2021Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms. (2021). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006858.

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2021A novel and effective method to characterize complex systems. (2021). Zhang, Sheng ; Shang, Pengjian ; Xu, Meng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s096007792100792x.

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2021Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis. (2021). Lv, Dayong ; Meng, LU ; Ruan, Qingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009309.

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2021Fuzzy simulation of European option pricing using sub-fractional Brownian motion. (2021). Li, Zhi ; Bian, Liu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p2:s0960077921007967.

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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2022A Quantum Mechanics for interest rate derivatives markets. (2022). Bueno-Guerrero, Alberto. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010808.

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2022Multifractal characteristics of the low latitude equatorial ionospheric E–F valley region irregularities. (2022). Muralikrishna, P ; Kherani, Esfhan Alam ; de Meneses, Francisco C ; Stephany, Stephan ; Savio, Siomel ; Rosa, Reinaldo R ; Neelakshi, J. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000194.

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2022Text emotion classification system based on multifractal methods. (2022). Wang, Jian ; Jia, Cairang ; Zhang, Rui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000789.

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2022Multi-affine visible height correlation analysis for revealing rich structures of fractal time series. (2022). Chen, Yuming ; Wang, Lin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:157:y:2022:i:c:s0960077922001047.

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2022Multifractal risk measures by Macroeconophysics perspective: The case of Brazilian inflation dynamics. (2022). , Fernando ; Fernando, ; Se, JO ; Jose , . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002624.

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2022Economy-environment nexus in developed European countries: Evidence from multifractal and wavelet analysis. (2022). Miti, Petar ; Schluter, Stephan ; Koji, Milena ; Hani, Aida. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s096007792200399x.

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2022Do the global grain spot markets exhibit multifractal nature?. (2022). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui ; Gao, Xing-Lu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008426.

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2021Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:362-370.

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2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

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2021Short-term institutions’ information advantage and overvaluation. (2021). Vianna, Andre ; Serrano, Alejandro ; Du, Brian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301893.

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2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Identifying states of global financial market based on information flow network motifs. (2021). Yue, Peng ; Wei, NA ; Yong, Yang ; Xie, Wen-Jie ; Zhou, Wei-Xing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100084x.

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2021Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market. (2021). Zhou, Wei-Xing ; Shi, Huai-Long. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100098x.

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2021The ‘COVID’ crash of the 2020 U.S. Stock market. (2021). Zhu, Wei ; Song, Ruiqiang ; Shu, Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001170.

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2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

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2021A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001352.

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2022The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence. (2022). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001984.

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2021Extending the Fama and French model with a long term memory factor. (2021). POUCHKAREV, I ; Sanchez-Granero, M A ; Trinidad-Segovia, J E ; Lopez-Garcia, M N. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:421-426.

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2021Learning representation of stock traders and immediate price impacts. (2021). Zhou, Wei-Xing ; Li, Mu-Yao ; Xie, Wen-Jie. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s1566014120306002.

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2022Long-range correlations of the wind speed in a northeast region of Brazil. (2022). Moreira, Davidson Martins ; Bandeira, Alex Alisson ; Sperandio, Erick Giovani ; Cardoso, Jose Vicente ; Perini, Noele Bissoli. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221029911.

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2022The influence of the Shanghai crude oil futures on the global and domestic oil markets. (2022). Yick, Ho Yin ; Ho Yin Yick, ; Qiu, Shushu ; Wang, Jianli. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001748.

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2021Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302556.

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2021Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. (2021). Cao, Jiahui ; Wen, Fenghua ; Wang, Xiong ; Liu, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001137.

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2021Time-varying pattern causality inference in global stock markets. (2021). Liu, Siyao ; An, Sufang ; Gao, Xiangyun ; Wu, Tao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001423.

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2021Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Stanley, Eugene H ; Wen, Fenghua ; Cao, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002106.

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2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114.

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2022Unidirectional and bidirectional LSTM models for edge weight predictions in dynamic cross-market equity networks. (2022). Senthilkumar, Arunachalam ; Bhattacharjee, Biplab. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003349.

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2021The role of investor attention in predicting stock prices: The long short-term memory networks perspective. (2021). Zhang, Yongjie ; Shen, Dehua ; Chu, Gang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310943.

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2021A global economic policy uncertainty index from principal component analysis. (2021). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319310542.

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2021The contrarian strategy of institutional investors in Chinese stock market. (2021). Zou, Qian ; Wen, Fenghua ; Wang, Xiong. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316597.

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2022Short-term contrarian profits and the disposition effect. (2022). Shen, Kuanfu. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003822.

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2022Euclidean (dis)similarity in financial network analysis. (2022). Esmalifalak, Hamidreza. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000144.

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2022Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068.

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2021The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets. (2021). Xu, KE ; Chen, Yu-Lun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000820.

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2022Contagion and tail risk in complex financial networks. (2022). Abduraimova, Kumushoy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s037842662200156x.

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2022Sentiment change and negative herding: Evidence from microblogging and news. (2022). Chang, Sue Ryung ; Choi, Jeonghye ; Dong, Hang ; Kim, Jikyung. In: Journal of Business Research. RePEc:eee:jbrese:v:142:y:2022:i:c:p:364-376.

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2021The double-edged role of social learning: Flash crash and lower total volatility. (2021). Wang, Xue ; Xiong, Xiong ; Zhang, Wei ; Xu, Hai-Chuan ; Zhou, Wei-Xing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:405-420.

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2021Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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2021Interconnectedness in the global financial market. (2021). Raddant, Matthias ; Kenett, Dror Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302369.

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2022The impact of economic policy uncertainties on the volatility of European carbon market. (2022). Wang, Jiqiang ; Duc, Toan Luu ; Xiong, Xiong ; Dai, Peng-Fei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000416.

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2021The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). ben Maatoug, Abderrazek ; Triki, Mohamed Bilel . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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2021Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100057x.

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2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

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2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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2022Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis. (2022). Ferreira, Paulo ; Bibi, Rashida ; Zil-e-huma,, ; Aslam, Faheem. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004815.

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2022Dynamic multiscale analysis of causality among mining stock prices. (2022). Sun, Xiaotian ; Wu, Tao ; Gao, Xiangyun ; Wang, Xiaoxuan. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001568.

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2022Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets. (2022). Naveed, Hafiz Muhammad ; Yao, Hongxing ; Memon, Bilal Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001635.

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2022The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2022). Dai, Peng-Fei ; Xiong, Xiong ; Zhang, Jin ; Zhou, Wei-Xing. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002951.

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2021LADM for sustainable development: An exploratory study on the application of domain-specific data models to support the SDGs. (2021). Zevenbergen, Jaap ; Lemmen, Christiaan ; Bennett, Rohan Mark ; Unger, Eva-Maria. In: Land Use Policy. RePEc:eee:lauspo:v:108:y:2021:i:c:s0264837721002222.

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2021Big data analytics, order imbalance and the predictability of stock returns. (2021). Sensoy, Ahmet ; Corbet, Shaen ; Salari, Hajar Novin ; Gulay, Guzhan ; Akyildirim, Erdinc. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000402.

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2022Do local and non-local retail investor attention impact stock returns differently?. (2022). Li, Yiou ; Fan, Xiaoqian ; Yuan, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001020.

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2021Centrality-based measures of financial institutions’ systemic importance: A tail dependence network view. (2021). Huang, Wei-Qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307081.

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2021Information content of liquidity and volatility measures. (2021). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627.

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2021A Weight-based Information Filtration Algorithm for Stock-correlation Networks. (2021). Wormald, Nick ; Hosseini, Seyed Soheil ; Tian, Tianhai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307883.

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2021Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis. (2021). Lv, Dayong ; Yin, Linsen ; Zhou, MI ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308517.

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More than 100 citations found, this list is not complete...

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.
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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.
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2007Multifractality in stock indexes: Fact or fiction? In: Papers.
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2008Multifractality in stock indexes: Fact or Fiction?.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests In: Papers.
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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.
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2008Universal price impact functions of individual trades in an order-driven market In: Papers.
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2012Universal price impact functions of individual trades in an order-driven market.(2012) In: Quantitative Finance.
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2007Empirical distributions of Chinese stock returns at different microscopic timescales In: Papers.
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2008Empirical distributions of Chinese stock returns at different microscopic timescales.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index In: Papers.
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2008Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks In: Papers.
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2007Empirical regularities of order placement in the Chinese stock market In: Papers.
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2008Empirical regularities of order placement in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Multifractal analysis of Chinese stock volatilities based on partition function approach In: Papers.
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2008Multifractal analysis of Chinese stock volatilities based on the partition function approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Direct evidence for inversion formula in multifractal financial volatility measure In: Papers.
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2008Empirical shape function of limit-order books in the Chinese stock market In: Papers.
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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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2008Multifractal detrended cross-correlation analysis for two nonstationary signals In: Papers.
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2008Scaling in the distribution of intertrade durations of Chinese stocks In: Papers.
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2008Scaling in the distribution of intertrade durations of Chinese stocks.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008On the probability distribution of stock returns in the Mike-Farmer model In: Papers.
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2009On the probability distribution of stock returns in the Mike-Farmer model.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2008The 2006-2008 Oil Bubble and Beyond In: Papers.
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2008Detrended fluctuation analysis of intertrade durations In: Papers.
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2009Detrended fluctuation analysis of intertrade durations.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2008Statistical properties of volatility return intervals of Chinese stocks In: Papers.
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2009Statistical properties of volatility return intervals of Chinese stocks.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2009Emergence of long memory in stock volatility from a modified Mike-Farmer model In: Papers.
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2008Multiscaling behavior in the volatility return intervals of Chinese indices In: Papers.
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2008Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market In: Papers.
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2009Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009Long-term correlations and multifractal analysis of trading volumes for Chinese stocks In: Papers.
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2009Scaling and memory in the return intervals of realized volatility In: Papers.
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2009Scaling and memory in the return intervals of realized volatility.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2009Empirical regularities of opening call auction in Chinese stock market In: Papers.
[Full Text][Citation analysis]		paper7
2010Empirical regularities of opening call auction in Chinese stock market.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2009The Chinese Equity Bubble: Ready to Burst In: Papers.
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2009Modified detrended fluctuation analysis based on empirical mode decomposition In: Papers.
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2009The components of empirical multifractality in financial returns In: Papers.
[Full Text][Citation analysis]		paper76
2009Recurrence interval analysis of high-frequency financial returns and its application to risk estimation In: Papers.
[Full Text][Citation analysis]		paper2
2009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles In: Papers.
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2009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2009) In: Swiss Finance Institute Research Paper Series.
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2010Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2010) In: Journal of Economic Behavior & Organization.
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Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.() In: Working Papers.
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2009Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices In: Papers.
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2009Scaling and memory in the non-poisson process of limit order cancelation In: Papers.
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2010Scaling and memory in the non-Poisson process of limit order cancelation.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2010The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations In: Papers.
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2009Superfamily classification of nonstationary time series based on DFA scaling exponents In: Papers.
[Full Text][Citation analysis]		paper1
2009Finite-size effect and the components of multifractality in financial volatility In: Papers.
[Full Text][Citation analysis]		paper1
2010Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change In: Papers.
[Full Text][Citation analysis]		paper4
2010Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2010Recurrence interval analysis of trading volumes In: Papers.
[Full Text][Citation analysis]		paper10
2010Order flow dynamics around extreme price changes on an emerging stock market In: Papers.
[Full Text][Citation analysis]		paper15
2010Complex stock trading network among investors In: Papers.
[Full Text][Citation analysis]		paper32
2010Complex stock trading network among investors.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2010Nonuniversal distributions of stock returns in an emerging market In: Papers.
[Full Text][Citation analysis]		paper2
2010Detrending moving average algorithm for multifractals In: Papers.
[Full Text][Citation analysis]		paper155
2010The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document In: Papers.
[Full Text][Citation analysis]		paper5
2010Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant In: Papers.
[Full Text][Citation analysis]		paper19
2011Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant.(2011) In: Physica A: Statistical Mechanics and its Applications.
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2011The US stock market leads the Federal funds rate and Treasury bond yields In: Papers.
[Full Text][Citation analysis]		paper19
2011The US stock market leads the Federal funds rate and Treasury bond yields.(2011) In: Swiss Finance Institute Research Paper Series.
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2011The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields.(2011) In: PLOS ONE.
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2011Analysis of trade packages in Chinese stock market In: Papers.
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2013Analysis of trade packages in the Chinese stock market.(2013) In: Quantitative Finance.
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2011Multifractal detrending moving average cross-correlation analysis In: Papers.
[Full Text][Citation analysis]		paper154
2011Evolution of worldwide stock markets, correlation structure and correlation based graphs In: Papers.
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2011Strategies used as spectroscopy of financial markets reveal new stylized facts In: Papers.
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Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts.() In: Working Papers.
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2013Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model In: Papers.
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2011Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model.(2011) In: Swiss Finance Institute Research Paper Series.
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Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model.() In: Working Papers.
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2013The position profiles of order cancellations in an emerging stock market In: Papers.
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2012Random matrix approach to the dynamics of stock inventory variations In: Papers.
[Full Text][Citation analysis]		paper4
2012Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations In: Papers.
[Full Text][Citation analysis]		paper16
2012Determinants of immediate price impacts at the trade level in an emerging order-driven market In: Papers.
[Full Text][Citation analysis]		paper8
2012Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series In: Papers.
[Full Text][Citation analysis]		paper37
2012Testing the weak-form efficiency of the WTI crude oil futures market In: Papers.
[Full Text][Citation analysis]		paper39
2014Testing the weak-form efficiency of the WTI crude oil futures market.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2012Extreme value statistics and recurrence intervals of NYMEX energy futures volatility In: Papers.
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2014Extreme value statistics and recurrence intervals of NYMEX energy futures volatility.(2014) In: Economic Modelling.
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2012Trading networks, abnormal motifs and stock manipulation In: Papers.
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2013Systemic risk and spatiotemporal dynamics of the US housing market In: Papers.
[Full Text][Citation analysis]		paper1
2013Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant In: Papers.
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2015Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant.(2015) In: Physica A: Statistical Mechanics and its Applications.
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2013Dynamic evolution of cross-correlations in the Chinese stock market In: Papers.
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2014Dynamic Evolution of Cross-Correlations in the Chinese Stock Market.(2014) In: PLOS ONE.
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2014Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks In: Papers.
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2014Empirical properties of inter-cancellation durations in the Chinese stock market In: Papers.
[Full Text][Citation analysis]		paper2
2018Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns In: Papers.
[Full Text][Citation analysis]		paper5
2017Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns.(2017) In: Computational Economics.
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2014An agent-based computational model for Chinas stock market and stock index futures market In: Papers.
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2014Stylized facts of price gaps in limit order books: Evidence from Chinese stocks In: Papers.
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2014Correlation structure and principal components in global crude oil market In: Papers.
[Full Text][Citation analysis]		paper22
2016Correlation structure and principal components in the global crude oil market.(2016) In: Empirical Economics.
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2014Wealth share analysis with fundamentalist/chartist heterogeneous agents In: Papers.
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2014Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents.(2014) In: Abstract and Applied Analysis.
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2018Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies In: Papers.
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2014Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies.(2014) In: Swiss Finance Institute Research Paper Series.
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2017Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies.(2017) In: Quantitative Finance.
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2015Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets In: Papers.
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2015Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets.(2015) In: PLOS ONE.
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2015Club Convergence of House Prices: Evidence from Chinas Ten Key Cities In: Papers.
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2015Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces In: Papers.
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2015Profitability of simple technical trading rules of Chinese stock exchange indexes In: Papers.
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2015Profitability of simple technical trading rules of Chinese stock exchange indexes.(2015) In: Physica A: Statistical Mechanics and its Applications.
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2015Testing the performance of technical trading rules in the Chinese market In: Papers.
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2015Profitability of contrarian strategies in the Chinese stock market In: Papers.
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2015Profitability of Contrarian Strategies in the Chinese Stock Market.(2015) In: PLOS ONE.
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2015Effects of polynomial trends on detrending moving average analysis In: Papers.
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2015Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets In: Papers.
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2016Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets.(2016) In: Quantitative Finance.
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2015Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application In: Papers.
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2016Market correlation structure changes around the Great Crash In: Papers.
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2017Limit-order book resiliency after effective market orders: Spread, depth and intensity In: Papers.
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2016Taylors Law of temporal fluctuation scaling in stock illiquidity In: Papers.
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2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
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2018Short term prediction of extreme returns based on the recurrence interval analysis.(2018) In: Quantitative Finance.
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2018Multifractal cross wavelet analysis In: Papers.
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2016Joint multifractal analysis based on wavelet leaders In: Papers.
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2016Time-varying return predictability in the Chinese stock market In: Papers.
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2016Immediate price impact of a stock and its warrant: Power-law or logarithmic model? In: Papers.
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2016Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks In: Papers.
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2017Time series momentum and contrarian effects in the Chinese stock market In: Papers.
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2017Time series momentum and contrarian effects in the Chinese stock market.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2017An empirical behavioural order-driven model with price limit rules In: Papers.
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2017Power-law tails in the distribution of order imbalance In: Papers.
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2017Power-law tails in the distribution of order imbalance.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2017Linear and nonlinear correlations in order aggressiveness of Chinese stocks In: Papers.
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2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
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2018The cooling-off effect of price limits in the Chinese stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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2018Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates In: Papers.
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2017Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates.(2017) In: Journal of International Financial Markets, Institutions and Money.
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2018Multifractal analysis of financial markets In: Papers.
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2018Multifractal characteristics and return predictability in the Chinese stock markets In: Papers.
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2020Modeling aggressive market order placements with Hawkes factor models.(2020) In: PLOS ONE.
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2019Direct determination approach for the multifractal detrending moving average analysis In: Papers.
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2019Cross-shareholding networks and stock price synchronicity: Evidence from China In: Papers.
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2019A global economic policy uncertainty index from principal component analysis In: Papers.
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