Wei-Xing Zhou : Citation Profile


Are you Wei-Xing Zhou?

East China University of Science and Technology

19

H index

44

i10 index

1546

Citations

RESEARCH PRODUCTION:

82

Articles

131

Papers

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 85
   Journals where Wei-Xing Zhou has often published
   Relations with other researchers
   Recent citing documents: 253.    Total self citations: 100 (6.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh846
   Updated: 2019-12-07    RAS profile: 2019-10-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Wang, Gang-Jin (4)

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

Is cited by:

Fantazzini, Dean (33)

Shen, Dehua (33)

Wang, Yudong (33)

Krištoufek, Ladislav (27)

Wang, Gang-Jin (26)

Wang, Yudong (23)

Guangxi, Cao (22)

He, Ling-Yun (21)

Fry, John (16)

GUPTA, RANGAN (14)

Yan, Wanfeng (14)

Cites to:

Farmer, J. (34)

Fama, Eugene (18)

Brock, William (17)

Gabaix, Xavier (16)

Mantegna, Rosario (16)

Subrahmanyam, Avanidhar (12)

Chiarella, Carl (11)

Challet, Damien (11)

He, Xuezhong (10)

Riccaboni, Massimo (10)

Pammolli, Fabio (10)

Main data


Where Wei-Xing Zhou has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications56
Quantitative Finance8
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.org123
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5
Working Papers / ETH Zurich, Chair of Systems Design3

Recent works citing Wei-Xing Zhou (2019 and 2018)


YearTitle of citing document
2017Law on the Market? Abnormal Stock Returns and Supreme Court Decision-Making. (2017). Bommarito, Michael ; Chen, James Ming ; Soellinger, Tyler ; Katz, Daniel Martin . In: Papers. RePEc:arx:papers:1508.05751.

Full description at Econpapers || Download paper

2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2019). Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier ; Donnat, Philippe . In: Papers. RePEc:arx:papers:1703.00485.

Full description at Econpapers || Download paper

2017New approaches in agent-based modeling of complex financial systems. (2017). Chen, T T ; Jiang, X F ; Zheng, B ; Li, Y. In: Papers. RePEc:arx:papers:1703.06840.

Full description at Econpapers || Download paper

2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

Full description at Econpapers || Download paper

2017The q-dependent detrended cross-correlation analysis of stock market. (2017). Stanley, Eugene H ; Wang, Yougui ; Podobnik, Boris ; Fenu, Andrea ; Li, Wei ; Zhao, Longfeng. In: Papers. RePEc:arx:papers:1705.01406.

Full description at Econpapers || Download paper

2017Extreme portfolio loss correlations in credit risk. (2017). Guhr, Thomas ; Muhlbacher, Andreas. In: Papers. RePEc:arx:papers:1706.09809.

Full description at Econpapers || Download paper

2017Dynamics of Investor Spanning Trees Around Dot-Com Bubble. (2017). Kanniainen, Juho ; Kivela, Mikko ; Ranganathan, Sindhuja . In: Papers. RePEc:arx:papers:1708.04430.

Full description at Econpapers || Download paper

2017Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis. (2017). Kanniainen, Juho ; Rasanen, Esa ; Kim, Jiyeong ; Magris, Martin. In: Papers. RePEc:arx:papers:1711.03534.

Full description at Econpapers || Download paper

2017Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble. (2017). Herrmann, Sebastian ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1711.06679.

Full description at Econpapers || Download paper

2017Stock market as temporal network. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; Li, Wei ; Bao, Weiqi ; Zhao, Longfeng. In: Papers. RePEc:arx:papers:1712.04863.

Full description at Econpapers || Download paper

2018SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Papers. RePEc:arx:papers:1801.01811.

Full description at Econpapers || Download paper

2018Is there a housing bubble in China. (2018). Sornette, Didier ; Wei, Lijian ; Jiang, Zhiqiang ; Li, Zhongfei ; Zhi, Tianhao. In: Papers. RePEc:arx:papers:1801.03678.

Full description at Econpapers || Download paper

2018The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1802.01143.

Full description at Econpapers || Download paper

2018Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations. (2018). Guhr, Thomas ; Muhlbacher, Andreas. In: Papers. RePEc:arx:papers:1803.00261.

Full description at Econpapers || Download paper

2018Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfes Law and the LPPLS Model. (2018). Gantner, Robert N ; Reppen, Max ; Huber, Tobias ; Sornette, Didier ; Wheatley, Spencer. In: Papers. RePEc:arx:papers:1803.05663.

Full description at Econpapers || Download paper

2018An Economic Bubble Model and Its First Passage Time. (2018). Li, Luting ; Dassios, Angelos. In: Papers. RePEc:arx:papers:1803.08160.

Full description at Econpapers || Download paper

2018State and Network Structures of Stock Markets around the Global Financial Crisis. (2018). Nobi, Ashadun ; Lee, Jae Woo. In: Papers. RePEc:arx:papers:1806.04363.

Full description at Econpapers || Download paper

2019Emergence of Turbulent Epochs in Oil Prices. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1808.09382.

Full description at Econpapers || Download paper

2018Dynamical variety of shapes in financial multifractality. (2018). Gcebarowski, Robert ; Rak, Rafal ; O'Swicecimka, Pawel ; Kowalski, Rafal ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:1809.06728.

Full description at Econpapers || Download paper

2019Chaos and Order in the Bitcoin Market. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1809.08403.

Full description at Econpapers || Download paper

2019Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2019). Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:1812.08548.

Full description at Econpapers || Download paper

2019Nonextensive triplets in stock market indices. (2019). Stosic, Tatijana. In: Papers. RePEc:arx:papers:1901.07721.

Full description at Econpapers || Download paper

2019Development of an agent-based speculation game for higher reproducibility of financial stylized facts. (2019). Okuda, Hiroshi ; Hashimoto, Gaku ; Chen, YU ; Katahira, Kei. In: Papers. RePEc:arx:papers:1902.02040.

Full description at Econpapers || Download paper

2019Multiscale Features of Cross Correlation of Price and Trading Volume. (2019). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:1903.01744.

Full description at Econpapers || Download paper

2019Robust 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.

Full description at Econpapers || Download paper

2019A Weight-based Information Filtration Algorithm for Stock-Correlation Networks. (2019). Tian, Tianhai ; Wormald, Nick ; Hosseini, Seyed Soheil. In: Papers. RePEc:arx:papers:1904.06007.

Full description at Econpapers || Download paper

2019Multiscale cross--correlations and triangular arbitrage opportunities in the Forex. (2019). Zd, Stanislaw Dro ; Wkatorek, Marcin ; O'Swikecimka, Pawel ; Gkebarowski, Robert. In: Papers. RePEc:arx:papers:1906.07491.

Full description at Econpapers || Download paper

2019Signatures of crypto-currency market decoupling from the Forex. (2019). Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:1906.07834.

Full description at Econpapers || Download paper

2019Heterogeneous wealth distribution, round-trip trading and the emergence of volatility clustering in Speculation Game. (2019). Chen, YU ; Katahira, Kei. In: Papers. RePEc:arx:papers:1909.03185.

Full description at Econpapers || Download paper

2019An Empirical Study on Arrival Rates of Limit Orders and Order Cancellation Rates in Borsa Istanbul. (2019). Ozkan, Harun ; Cataltepe, Zehra ; Kupeli, Veli Can ; Altinigne, Can Yilmaz. In: Papers. RePEc:arx:papers:1909.08308.

Full description at Econpapers || Download paper

2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

Full description at Econpapers || Download paper

2019Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2019). Shao, Ying-Hui ; Yang, Yan-Hong . In: Papers. RePEc:arx:papers:1910.13729.

Full description at Econpapers || Download paper

2019Mathematical Modeling of Systemic Risk in Financial Networks: Managing Default Contagion and Fire Sales. (2019). Ritter, Daniel . In: Papers. RePEc:arx:papers:1911.07313.

Full description at Econpapers || Download paper

2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?. (2017). Shi, Shuping ; Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:276-292.

Full description at Econpapers || Download paper

2017Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles. (2017). Smilyanov, Georgi ; Cauwels, Peter ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1727.

Full description at Econpapers || Download paper

2017Super-Exponential RE Bubble Model with Efficient Crashes. (2017). Kreuser, Jerome L ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1733.

Full description at Econpapers || Download paper

2017An integrated approach to optimize moving average rules in the EUA futures market based on particle swarm optimization and genetic algorithms. (2017). An, Haizhong ; Jia, Xiaoliang ; Wang, Lijun ; Liu, Xiaojia. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1778-1787.

Full description at Econpapers || Download paper

2017Global energy investment structure from the energy stock market perspective based on a Heterogeneous Complex Network Model. (2017). Li, Huajiao ; Yan, Lili ; Zhong, Weiqiong ; Wang, Yue ; Fang, Wei. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:648-657.

Full description at Econpapers || Download paper

2017Who are leading the change? The impact of China’s leading PV enterprises: A complex network analysis. (2017). Zhang, Peipei ; Gao, Cuixia ; Sun, Mei. In: Applied Energy. RePEc:eee:appene:v:207:y:2017:i:c:p:477-493.

Full description at Econpapers || Download paper

2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

Full description at Econpapers || Download paper

2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

Full description at Econpapers || Download paper

2019Is there a housing bubble in China?. (2019). Li, Zhongfei ; Zhi, Tianhao ; Sornette, Didier ; Wei, Lijian ; Jiang, Zhiqiang. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:120-132.

Full description at Econpapers || Download paper

2018Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Caspi, Itamar ; Katzke, Nico . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587.

Full description at Econpapers || Download paper

2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

Full description at Econpapers || Download paper

2018A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

Full description at Econpapers || Download paper

2019Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92.

Full description at Econpapers || Download paper

2017Determining commercially viable two-way and one-way ‘Contract-for-Difference’ strike prices and revenue receipts. (2017). Wild, Phillip. In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:191-201.

Full description at Econpapers || Download paper

2019The impact of PVs and EVs on domestic electricity network charges: A case study from Great Britain. (2019). Pollitt, Michael ; Kufeolu, Sinan. In: Energy Policy. RePEc:eee:enepol:v:127:y:2019:i:c:p:412-424.

Full description at Econpapers || Download paper

2017Return volatility duration analysis of NYMEX energy futures and spot. (2017). Niu, Hongli ; Wang, Jun. In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:837-849.

Full description at Econpapers || Download paper

2018Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

Full description at Econpapers || Download paper

2019Analysis of long-range correlations of wind speed in different regions of Bahia and the Abrolhos Archipelago, Brazil. (2019). Nascimento, E. G. S., ; Moret, M A ; Moreira, D M ; Santos, J. V. C., . In: Energy. RePEc:eee:energy:v:167:y:2019:i:c:p:680-687.

Full description at Econpapers || Download paper

2019Can investor sentiment predict the size premium?. (2019). Aharon, David Y ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:10-26.

Full description at Econpapers || Download paper

2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

Full description at Econpapers || Download paper

2017Identifying events in financial time series – A new approach with bipower variation. (2017). Andor, Gyorgy ; Bohak, Andras . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:42-48.

Full description at Econpapers || Download paper

2019Behavioral heterogeneity and excess stock price volatility in China. (2019). Xiong, Xiong ; Zhou, Zhong-Qiang ; Zhang, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:348-354.

Full description at Econpapers || Download paper

2019Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market. (2019). Li, Sai-Ping ; Yang, Ming-Yuan ; Ren, Fei ; Tang, Jingtai ; Wu, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:117-124.

Full description at Econpapers || Download paper

2019Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68.

Full description at Econpapers || Download paper

2017A robust reference-dependent model for speculative bubbles. (2017). Zhang, MU ; Zheng, Jie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:137:y:2017:i:c:p:232-258.

Full description at Econpapers || Download paper

2019Short waves in Hungary, 1923 and 1946: Persistence, chaos, and (lack of) control. (2019). Hartwell, Christopher. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:532-550.

Full description at Econpapers || Download paper

2019Characteristics of petroleum product prices: A survey. (2019). Linn, Scott ; Ederington, Louis H ; Lee, Thomas K ; Hoelscher, Seth A ; Fernando, Chitru S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:1-15.

Full description at Econpapers || Download paper

2017Log-periodic view on critical dates of the Chinese stock market bubbles. (2017). Li, Chong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:305-311.

Full description at Econpapers || Download paper

2017Dynamical mechanism in aero-engine gas path system using minimum spanning tree and detrended cross-correlation analysis. (2017). Zhang, Hong ; Dong, Keqiang ; Gao, You. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:363-369.

Full description at Econpapers || Download paper

2017Post-hit dynamics of price limit hits in the Chinese stock markets. (2017). Li, Ming-Xia ; Wang, Yue ; Wu, Ting. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:464-471.

Full description at Econpapers || Download paper

2017Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences. (2017). Yao, Can-Zhong ; Zheng, Xu-Zhou ; Lin, Ji-Nan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:75-90.

Full description at Econpapers || Download paper

2017A study on chaos in crude oil markets before and after 2008 international financial crisis. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:389-395.

Full description at Econpapers || Download paper

2017The predictive power of local properties of financial networks. (2017). Caraiani, Petre. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:79-90.

Full description at Econpapers || Download paper

2017Revisiting the multifractality in stock returns and its modeling implications. (2017). Wang, Yudong ; He, Shanshan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:11-20.

Full description at Econpapers || Download paper

2017Geary autocorrelation and DCCA coefficient: Application to predict apoptosis protein subcellular localization via PSSM. (2017). Liang, Yunyun ; Zhang, Shengli ; Liu, Sanyang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:296-306.

Full description at Econpapers || Download paper

2017Cross-correlations between the US monetary policy, US dollar index and crude oil market. (2017). Li, Jianfeng ; Sun, Xinxin ; Yue, Gongzheng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:326-344.

Full description at Econpapers || Download paper

2017Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective. (2017). Shen, Dehua ; Zhang, Wei ; Bi, Zhengzheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:345-355.

Full description at Econpapers || Download paper

2017A comparison of principal components using TPCA and nonstationary principal component analysis on daily air-pollutant concentration series. (2017). Shen, Chenhua . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:453-464.

Full description at Econpapers || Download paper

2017Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

Full description at Econpapers || Download paper

2017The application of the multifractal cross-correlation analysis methods in radar target detection within sea clutter. (2017). , Caiping ; Yang, Yonghong ; Zhao, Huichang ; Xiong, Gang ; Zhang, Shuning . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:839-854.

Full description at Econpapers || Download paper

2017Detrended cross-correlation analysis on RMB exchange rate and Hang Seng China Enterprises Index. (2017). Ma, Guofeng ; Yang, Bingchan ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:91-108.

Full description at Econpapers || Download paper

2017Characterization of flow pattern transitions for horizontal liquid–liquid pipe flows by using multi-scale distribution entropy in coupled 3D phase space. (2017). Yan, Cong ; Gao, Zhong-Ke ; Jin, Ning-De ; Wang, Hong-Mei ; Zong, Yan-Bo ; Zhai, Lu-Sheng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:136-147.

Full description at Econpapers || Download paper

2017Long memory of abnormal investor attention and the cross-correlations between abnormal investor attention and trading volume, volatility respectively. (2017). Zhuang, Xintian ; Yuan, Ying ; Fan, Xiaoqian ; Jin, Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:323-333.

Full description at Econpapers || Download paper

2017Information spreading on mobile communication networks: A new model that incorporates human behaviors. (2017). Liu, Chuang ; Ren, Fei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:334-341.

Full description at Econpapers || Download paper

2017Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market. (2017). Qian, Xin ; Guo, Kun ; Sun, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:390-396.

Full description at Econpapers || Download paper

2017Asymmetric joint multifractal analysis in Chinese stock markets. (2017). Chen, Yuwen ; Zheng, Tingting. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:10-19.

Full description at Econpapers || Download paper

2017Volatility measurement with directional change in Chinese stock market: Statistical property and investment strategy. (2017). Ma, Junjun ; Zhang, Wei ; He, Feng ; Xiong, Xiong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:169-180.

Full description at Econpapers || Download paper

2017Coupling detrended fluctuation analysis of Asian stock markets. (2017). Zhu, Yingming ; Yang, Liansheng ; Wang, Qizhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:337-350.

Full description at Econpapers || Download paper

2017Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Nor, Safwan Mohd ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363.

Full description at Econpapers || Download paper

2017Deviations in expected price impact for small transaction volumes under fee restructuring. (2017). Wilcox, D ; Harvey, M ; Hendricks, D ; Gebbie, T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:416-426.

Full description at Econpapers || Download paper

2017Ising game: Nonequilibrium steady states of resource-allocation systems. (2017). Xin, C ; Huang, J P ; Yang, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:666-673.

Full description at Econpapers || Download paper

2017Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets. (2017). Li, Qingchen ; Zhang, Minjia ; Cao, Guangxi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:67-76.

Full description at Econpapers || Download paper

2017Detecting anomalous traders using multi-slice network analysis. (2017). Sun, Xiao-Qian ; Zhang, Yuqing ; Cheng, Xue-Qi ; Shen, Hua-Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:1-9.

Full description at Econpapers || Download paper

2017Power law cross-correlations between price change and volume change of Indian stocks. (2017). Hasan, Rashid ; Salim, Mohammed M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:620-631.

Full description at Econpapers || Download paper

2017Network topology analysis approach on China’s QFII stock investment behavior. (2017). He, Feng ; Cao, Xing ; Zhang, Yongjie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:77-88.

Full description at Econpapers || Download paper

2017Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA. (2017). Lu, Xinsheng ; Ge, Jintian ; Sun, Xinxin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:144-161.

Full description at Econpapers || Download paper

2017A model-free characterization of recurrences in stationary time series. (2017). Chicheportiche, Remy ; Chakraborti, Anirban. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:312-318.

Full description at Econpapers || Download paper

2017Multifractal cross-correlations between crude oil and tanker freight rate. (2017). Chen, Feier ; Li, Tingyi ; Ding, Xiaoxu ; Tian, Kang ; Miao, Yuqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:344-354.

Full description at Econpapers || Download paper

2017Asymmetric acceleration/deceleration dynamics in heart rate variability. (2017). Alvarez-Ramirez, J ; Rodriguez, E ; Meraz, M ; Echeverria, J C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:213-224.

Full description at Econpapers || Download paper

2017The cross-correlation analysis of multi property of stock markets based on MM-DFA. (2017). Yang, Yujun ; Li, Jianping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:23-33.

Full description at Econpapers || Download paper

2017Outward foreign direct investments and home country’s economic growth. (2017). Ciesielska, Dorota ; Kotuniak, Marcin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:127-146.

Full description at Econpapers || Download paper

2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

Full description at Econpapers || Download paper

2017Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation. (2017). Zhang, Wei ; Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:29-41.

Full description at Econpapers || Download paper

2017Dynamic of consumer groups and response of commodity markets by principal component analysis. (2017). Nobi, Ashadun ; Lee, Jaewoo ; Alam, Shafiqul . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:337-344.

Full description at Econpapers || Download paper

2017Long-range correlation and market segmentation in bond market. (2017). Wang, Zhongxing ; Chen, Xiaosong ; Yan, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:477-485.

Full description at Econpapers || Download paper

2017Nonlinear complexity of random visibility graph and Lempel-Ziv on multitype range-intensity interacting financial dynamics. (2017). Zhang, Yali ; Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:741-756.

Full description at Econpapers || Download paper

2017How did China’s foreign exchange reform affect the efficiency of foreign exchange market?. (2017). Ning, YE ; Su, Chi-Wei ; Wang, Yiming. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:219-226.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
paper12
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 another version. Agregated cites: 12
article
2007Multifractality in stock indexes: Fact or fiction? In: Papers.
[Full Text][Citation analysis]
paper33
2008Multifractality in stock indexes: Fact or Fiction?.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
2007Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests In: Papers.
[Full Text][Citation analysis]
paper5
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 another version. Agregated cites: 5
article
2008Universal price impact functions of individual trades in an order-driven market In: Papers.
[Full Text][Citation analysis]
paper14
2012Universal price impact functions of individual trades in an order-driven market.(2012) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2007Empirical distributions of Chinese stock returns at different microscopic timescales In: Papers.
[Full Text][Citation analysis]
paper21
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 another version. Agregated cites: 21
article
2007Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index In: Papers.
[Full Text][Citation analysis]
paper7
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 another version. Agregated cites: 7
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]
paper1
2008Empirical regularities of order placement in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2008Multifractal analysis of Chinese stock volatilities based on partition function approach In: Papers.
[Full Text][Citation analysis]
paper32
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 another version. Agregated cites: 32
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]
paper5
2008Empirical shape function of limit-order books in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2008Multifractal detrended cross-correlation analysis for two nonstationary signals In: Papers.
[Full Text][Citation analysis]
paper161
2008Scaling in the distribution of intertrade durations of Chinese stocks In: Papers.
[Full Text][Citation analysis]
paper6
2008Scaling in the distribution of intertrade durations of Chinese stocks.(2008) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2008On the probability distribution of stock returns in the Mike-Farmer model In: Papers.
[Full Text][Citation analysis]
paper0
2009On the probability distribution of stock returns in the Mike-Farmer model.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2008The 2006-2008 Oil Bubble and Beyond In: Papers.
[Full Text][Citation analysis]
paper0
2008Detrended fluctuation analysis of intertrade durations In: Papers.
[Full Text][Citation analysis]
paper15
2009Detrended fluctuation analysis of intertrade durations.(2009) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2008Statistical properties of volatility return intervals of Chinese stocks In: Papers.
[Full Text][Citation analysis]
paper12
2009Statistical properties of volatility return intervals of Chinese stocks.(2009) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2009Emergence of long memory in stock volatility from a modified Mike-Farmer model In: Papers.
[Full Text][Citation analysis]
paper19
2008Multiscaling behavior in the volatility return intervals of Chinese indices In: Papers.
[Full Text][Citation analysis]
paper6
2008Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper10
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2009Long-term correlations and multifractal analysis of trading volumes for Chinese stocks In: Papers.
[Full Text][Citation analysis]
paper0
2009Scaling and memory in the return intervals of realized volatility In: Papers.
[Full Text][Citation analysis]
paper10
2009Scaling and memory in the return intervals of realized volatility.(2009) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2009Empirical regularities of opening call auction in Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper4
2010Empirical regularities of opening call auction in Chinese stock market.(2010) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2009The Chinese Equity Bubble: Ready to Burst In: Papers.
[Full Text][Citation analysis]
paper4
2009Modified detrended fluctuation analysis based on empirical mode decomposition In: Papers.
[Full Text][Citation analysis]
paper1
2009The components of empirical multifractality in financial returns In: Papers.
[Full Text][Citation analysis]
paper52
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.
[Full Text][Citation analysis]
paper53
2009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2009) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2010Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2010) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
article
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2009Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices In: Papers.
[Full Text][Citation analysis]
paper3
2009Scaling and memory in the non-poisson process of limit order cancelation In: Papers.
[Full Text][Citation analysis]
paper0
2010Scaling and memory in the non-Poisson process of limit order cancelation.(2010) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2010The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations In: Papers.
[Full Text][Citation analysis]
paper3
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2010Recurrence interval analysis of trading volumes In: Papers.
[Full Text][Citation analysis]
paper9
2010Order flow dynamics around extreme price changes on an emerging stock market In: Papers.
[Full Text][Citation analysis]
paper9
2010Complex stock trading network among investors In: Papers.
[Full Text][Citation analysis]
paper21
2010Complex stock trading network among investors.(2010) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2010Nonuniversal distributions of stock returns in an emerging market In: Papers.
[Full Text][Citation analysis]
paper0
2010Detrending moving average algorithm for multifractals In: Papers.
[Full Text][Citation analysis]
paper100
2010The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document In: Papers.
[Full Text][Citation analysis]
paper1
2010Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant In: Papers.
[Full Text][Citation analysis]
paper11
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2011The US stock market leads the Federal funds rate and Treasury bond yields In: Papers.
[Full Text][Citation analysis]
paper13
2011The US stock market leads the Federal funds rate and Treasury bond yields.(2011) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2011Analysis of trade packages in Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper4
2013Analysis of trade packages in the Chinese stock market.(2013) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2011Multifractal detrending moving average cross-correlation analysis In: Papers.
[Full Text][Citation analysis]
paper106
2011Evolution of worldwide stock markets, correlation structure and correlation based graphs In: Papers.
[Full Text][Citation analysis]
paper69
2011Strategies used as spectroscopy of financial markets reveal new stylized facts In: Papers.
[Full Text][Citation analysis]
paper1
Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model In: Papers.
[Full Text][Citation analysis]
paper14
2011Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model.(2011) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2013The position profiles of order cancellations in an emerging stock market In: Papers.
[Full Text][Citation analysis]
paper1
2012Random matrix approach to the dynamics of stock inventory variations In: Papers.
[Full Text][Citation analysis]
paper0
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]
paper12
2012Determinants of immediate price impacts at the trade level in an emerging order-driven market In: Papers.
[Full Text][Citation analysis]
paper5
2012Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series In: Papers.
[Full Text][Citation analysis]
paper17
2012Testing the weak-form efficiency of the WTI crude oil futures market In: Papers.
[Full Text][Citation analysis]
paper20
2014Testing the weak-form efficiency of the WTI crude oil futures market.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2012Extreme value statistics and recurrence intervals of NYMEX energy futures volatility In: Papers.
[Full Text][Citation analysis]
paper13
2014Extreme value statistics and recurrence intervals of NYMEX energy futures volatility.(2014) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2012Trading networks, abnormal motifs and stock manipulation In: Papers.
[Full Text][Citation analysis]
paper0
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.
[Full Text][Citation analysis]
paper9
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2013Dynamic evolution of cross-correlations in the Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper0
2014Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks In: Papers.
[Full Text][Citation analysis]
paper1
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]
paper4
2017Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns.(2017) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2014An agent-based computational model for Chinas stock market and stock index futures market In: Papers.
[Full Text][Citation analysis]
paper0
2014Stylized facts of price gaps in limit order books: Evidence from Chinese stocks In: Papers.
[Full Text][Citation analysis]
paper0
2014Correlation structure and principal components in global crude oil market In: Papers.
[Full Text][Citation analysis]
paper8
2016Correlation structure and principal components in the global crude oil market.(2016) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2014Wealth share analysis with fundamentalist/chartist heterogeneous agents In: Papers.
[Full Text][Citation analysis]
paper0
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.
[Full Text][Citation analysis]
paper3
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2015Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets In: Papers.
[Full Text][Citation analysis]
paper4
2015Club Convergence of House Prices: Evidence from Chinas Ten Key Cities In: Papers.
[Full Text][Citation analysis]
paper4
2015Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces In: Papers.
[Full Text][Citation analysis]
paper59
2015Profitability of simple technical trading rules of Chinese stock exchange indexes In: Papers.
[Full Text][Citation analysis]
paper7
2015Profitability of simple technical trading rules of Chinese stock exchange indexes.(2015) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2015Testing the performance of technical trading rules in the Chinese market In: Papers.
[Full Text][Citation analysis]
paper4
2015Profitability of contrarian strategies in the Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper7
2015Effects of polynomial trends on detrending moving average analysis In: Papers.
[Full Text][Citation analysis]
paper3
2015Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets In: Papers.
[Full Text][Citation analysis]
paper2
2016Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets.(2016) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2015Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application In: Papers.
[Full Text][Citation analysis]
paper26
2016Market correlation structure changes around the Great Crash In: Papers.
[Full Text][Citation analysis]
paper0
2017Limit-order book resiliency after effective market orders: Spread, depth and intensity In: Papers.
[Full Text][Citation analysis]
paper0
2016Taylors Law of temporal fluctuation scaling in stock illiquidity In: Papers.
[Full Text][Citation analysis]
paper0
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
[Full Text][Citation analysis]
paper1
2018Short term prediction of extreme returns based on the recurrence interval analysis.(2018) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018Multifractal cross wavelet analysis In: Papers.
[Full Text][Citation analysis]
paper0
2016Joint multifractal analysis based on wavelet leaders In: Papers.
[Full Text][Citation analysis]
paper5
2016Time-varying return predictability in the Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper0
2016Immediate price impact of a stock and its warrant: Power-law or logarithmic model? In: Papers.
[Full Text][Citation analysis]
paper0
2016Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks In: Papers.
[Full Text][Citation analysis]
paper4
2017Time series momentum and contrarian effects in the Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper5
2017Time series momentum and contrarian effects in the Chinese stock market.(2017) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2017An empirical behavioural order-driven model with price limit rules In: Papers.
[Full Text][Citation analysis]
paper0
2017Power-law tails in the distribution of order imbalance In: Papers.
[Full Text][Citation analysis]
paper2
2017Power-law tails in the distribution of order imbalance.(2017) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets In: Papers.
[Full Text][Citation analysis]
paper4
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2017Linear and nonlinear correlations in order aggressiveness of Chinese stocks In: Papers.
[Full Text][Citation analysis]
paper2
2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]
paper0
2018The cooling-off effect of price limits in the Chinese stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2018Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates In: Papers.
[Full Text][Citation analysis]
paper3
2017Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates.(2017) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2018Multifractal analysis of financial markets In: Papers.
[Full Text][Citation analysis]
paper7
2018Multifractal characteristics and return predictability in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]
paper0
2018Modeling aggressive market order placements with Hawkes factor models In: Papers.
[Full Text][Citation analysis]
paper0
2019Direct determination approach for the multifractal detrending moving average analysis In: Papers.
[Full Text][Citation analysis]
paper0
2019Cross-shareholding networks and stock price synchronicity: Evidence from China In: Papers.
[Full Text][Citation analysis]
paper0
2019Comparative analysis of layered structures in empirical investor networks and cellphone communication networks In: Papers.
[Full Text][Citation analysis]
paper0
2019A global economic policy uncertainty index from principal component analysis In: Papers.
[Full Text][Citation analysis]
paper0
2002Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes In: Papers.
[Full Text][Citation analysis]
paper2
2003NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES.(2003) In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2002The US 2000-2002 Market Descent: How Much Longer and Deeper? In: Papers.
[Full Text][Citation analysis]
paper15
2002The US 2000-2002 market descent: How much longer and deeper?.(2002) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2003Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000 In: Papers.
[Full Text][Citation analysis]
paper7
2003Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000.(2003) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2004Predictability of large future changes in major financial indices In: Papers.
[Full Text][Citation analysis]
paper36
2006Predictability of large future changes in major financial indices.(2006) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
article
2003The US 2000-2003 Market Descent: Clarifications In: Papers.
[Full Text][Citation analysis]
paper0
2003The US 2000-2002 market descent: clarification.(2003) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2003Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market In: Papers.
[Full Text][Citation analysis]
paper8
2004Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: implications for the future of the US economy and its stock market.(2004) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2004Testing the Stability of the 2000-2003 US Stock Market Antibubble In: Papers.
[Full Text][Citation analysis]
paper0
2003Antibubble and Prediction of Chinas stock market and Real-Estate In: Papers.
[Full Text][Citation analysis]
paper14
2004Antibubble and prediction of Chinas stock market and real-estate.(2004) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2003Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000 In: Papers.
[Full Text][Citation analysis]
paper5
2004Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000.(2004) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2004Bubble, Critical Zone and the Crash of Royal Ahold In: Papers.
[Full Text][Citation analysis]
paper3
2005Bubble, critical zone and the crash of Royal Ahold.(2005) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2004Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the Optimal Thermal Causal Path Method In: Papers.
[Full Text][Citation analysis]
paper13
2005Non-parametric determination of real-time lag structure between two time series: the optimal thermal causal path method.(2005) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2004Inverse statistics in stock markets: Universality and idiosyncracy In: Papers.
[Full Text][Citation analysis]
paper0
2005Inverse statistics in stock markets: Universality and idiosyncracy.(2005) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2005Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets In: Papers.
[Full Text][Citation analysis]
paper19
2006Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets.(2006) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2003Finite-Time Singularity Signature of Hyperinflation In: Papers.
[Full Text][Citation analysis]
paper10
2003Finite-time singularity signature of hyperinflation.(2003) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2003Renormalization Group Analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of 5 crashes and Prediction In: Papers.
[Full Text][Citation analysis]
paper4
20032000-2003 Real Estate Bubble in the UK but not in the USA In: Papers.
[Full Text][Citation analysis]
paper23
20032000–2003 real estate bubble in the UK but not in the USA.(2003) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2005Self-fulfilling Ising Model of Financial Markets In: Papers.
[Full Text][Citation analysis]
paper0
2005Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction In: Papers.
[Full Text][Citation analysis]
paper5
2006Fundamental factors versus herding in the 2000–2005 US stock market and prediction.(2006) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2005Is There a Real-Estate Bubble in the US? In: Papers.
[Full Text][Citation analysis]
paper32
2006Is there a real-estate bubble in the US?.(2006) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
article
2006Statistical properties of daily ensemble variables in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]
paper5
2007Statistical properties of daily ensemble variables in the Chinese stock markets.(2007) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2006Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates In: Papers.
[Full Text][Citation analysis]
paper10
2007Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates.(2007) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2007Scale invariant multiplier and multifractality of absolute returns in stock markets In: Papers.
[Full Text][Citation analysis]
paper2
2007Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature In: Papers.
[Full Text][Citation analysis]
paper5
2008A case study of speculative financial bubbles in the South African stock market 2003-2006 In: Papers.
[Full Text][Citation analysis]
paper19
2009A case study of speculative financial bubbles in the South African stock market 2003–2006.(2009) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2007Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper1
2011Investment strategies used as spectroscopy of financial markets reveal new stylized facts In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper0
2019Order imbalances and market efficiency: New evidence from the Chinese stock market In: Emerging Markets Review.
[Full Text][Citation analysis]
article0
2018A weekly sentiment index and the cross-section of stock returns In: Finance Research Letters.
[Full Text][Citation analysis]
article3
2006Non-parametric determination of real-time lag structure between two time series: The optimal thermal causal path method with applications to economic data In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article12
2001On the properties of random multiplicative measures with the multipliers exponentially distributed In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2003Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article4
2005Testing the stability of the 2000 US stock market “antibubble” In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article6
2007Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article4
2007Scale invariant distribution and multifractality of volatility multipliers in stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article24
2009Statistical properties of world investment networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article11
2009Numerical investigations of discrete scale invariance in fractals and multifractal measures In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2009R/S method for unevenly sampled time series: Application to detecting long-term temporal dependence of droplets transiting through a fixed spatial point in gas–liquid two-phase turbulent jets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2009The 2006–2008 oil bubble: Evidence of speculation, and prediction In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article49
2010Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article13
2010On the growth of primary industry and population of China’s counties In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2010Statistical properties of online avatar numbers in a massive multiplayer online role-playing game In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2011Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article7
2011Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article17
2012Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article5
2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article17
2015Testing the performance of technical trading rules in the Chinese markets based on superior predictive test In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article6
2019Structural properties of statistically validated empirical information networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2007Self-organizing Ising model of financial markets In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
article16
2007Quantifying bid-ask spreads in the Chinese stock market using limit-order book data In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
article6
2007Endogenous and exogenous dynamics in the fluctuations of capital fluxes In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
article2
2019Tail dependence networks of global stock markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article1
2002STATISTICAL SIGNIFICANCE OF PERIODICITY AND LOG-PERIODICITY WITH HEAVY-TAILED CORRELATED NOISE In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]
article0
2003NEW EVIDENCE OF DISCRETE SCALE INVARIANCE IN THE ENERGY DISSIPATION OF THREE-DIMENSIONAL TURBULENCE: CORRELATION APPROACH AND DIRECT SPECTRAL DETECTION In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team