Wei-Xing Zhou : Citation Profile


Are you Wei-Xing Zhou?

East China University of Science and Technology

23

H index

53

i10 index

2057

Citations

RESEARCH PRODUCTION:

94

Articles

137

Papers

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 108
   Journals where Wei-Xing Zhou has often published
   Relations with other researchers
   Recent citing documents: 192.    Total self citations: 111 (5.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh846
   Updated: 2021-10-09    RAS profile: 2020-05-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Wang, Gang-Jin (7)

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

Is cited by:

Guangxi, Cao (34)

Shen, Dehua (33)

Wang, Yudong (33)

Fantazzini, Dean (33)

Krištoufek, Ladislav (29)

Wang, Gang-Jin (26)

Wang, Yudong (23)

He, Ling-Yun (22)

Lv, Dayong (21)

Fry, John (16)

Yan, Wanfeng (14)

Cites to:

Farmer, J. (34)

Mantegna, Rosario (22)

Fama, Eugene (20)

Gabaix, Xavier (18)

Brock, William (17)

Subrahmanyam, Avanidhar (13)

Roubaud, David (11)

Challet, Damien (11)

Chiarella, Carl (11)

Pammolli, Fabio (10)

Malevergne, Yannick (10)

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 (2021 and 2020)


YearTitle of citing document
2021The Emergence of E-commerce in Bangladesh And Its Growth. (2021). Sameh, Md Swaid. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:10:p:30-40.

Full description at Econpapers || Download paper

2020A 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

2020Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

Full description at Econpapers || Download paper

2020Multiscale 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

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.

Full description at Econpapers || Download paper

2020Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses. (2020). Minati, Ludovico ; Zunino, Luciano ; Yoshimura, Natsue ; Gkebarowski, Robert ; Frasca, Mattia ; Zd, Stanislaw Dro ; O'Swikecimka, Pawel. In: Papers. RePEc:arx:papers:2004.03319.

Full description at Econpapers || Download paper

2020The interdependency structure in the Mexican stock exchange: A network approach. (2020). Aguilar, Erick Trevino . In: Papers. RePEc:arx:papers:2004.06676.

Full description at Econpapers || Download paper

2020Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Papers. RePEc:arx:papers:2004.10560.

Full description at Econpapers || Download paper

2020Improving MF-DFA model with applications in precious metals market. (2020). Sun, Mengye ; Wang, Zhongjun ; Elsawah, A M. In: Papers. RePEc:arx:papers:2006.15214.

Full description at Econpapers || Download paper

2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

Full description at Econpapers || Download paper

2020Visibility graph analysis of economy policy uncertainty indices. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12880.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2009.10030.

Full description at Econpapers || Download paper

2020Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance. (2020). Zhong, Chen-Yang ; Xu, Wen-Juan ; He, Yun-Xin ; Chen, Rong-Da ; Qiu, Tian ; Ren, Fei. In: Papers. RePEc:arx:papers:2010.08962.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Comparing the market microstructure between two South African exchanges. (2020). Chang, Patrick ; Jericevich, Ivan ; Gebbie, Tim. In: Papers. RePEc:arx:papers:2011.04367.

Full description at Econpapers || Download paper

2020Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations. (2020). Schell, Andreas ; Guhr, Thomas. In: Papers. RePEc:arx:papers:2011.07570.

Full description at Econpapers || Download paper

2020Heavy tailed distributions in closing auctions. (2020). Kleijn, B ; Derksen, M ; de Vilder, R. In: Papers. RePEc:arx:papers:2012.10145.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021How 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8493.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Overconfidence and the 2D:4D ratio. (2020). Tabak, Benjamin ; Silva, Thiago ; Amancio, Diego Raphael ; Constantino, Michel ; da Silva, Eduardo Borges. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019302953.

Full description at Econpapers || Download paper

2020Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach. (2020). Wang, Shouyang ; Zheng, Jiali ; Bao, Qin ; Sun, Yuying. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20300730.

Full description at Econpapers || Download paper

2020Safe marginal time of crude oil price via escape problem of econophysics. (2020). Leng, NA ; Li, Jiang-Cheng ; Peng, Jia-Sheng ; Wei, YU ; Zhong, Guang-Yan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030059x.

Full description at Econpapers || Download paper

2020Characterization of ionospheric total electron content data using wavelet-based multifractal formalism. (2020). Gadre, Vikram M ; Seemala, Gopi K ; Chandrasekhar, E ; Bhardwaj, Shivam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920300527.

Full description at Econpapers || Download paper

2020Multifractal detrended cross-correlation analysis between respiratory diseases and haze in South Korea. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920301831.

Full description at Econpapers || Download paper

2020Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920302964.

Full description at Econpapers || Download paper

2020A note on power-law cross-correlated processes. (2020). Trinidad, J E ; Casado, M P ; Sanchez-Granero, M A ; Fernandez-Martinez, M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303143.

Full description at Econpapers || Download paper

2020Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach. (2020). Zhang, Tonghui ; Yuan, Ying. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306482.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

Full description at Econpapers || Download paper

2020The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250.

Full description at Econpapers || Download paper

2020A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602.

Full description at Econpapers || Download paper

2020Time-varying lead–lag structure between investor sentiment and stock market. (2020). Li, Hong-Yu ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303973.

Full description at Econpapers || Download paper

2020Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899.

Full description at Econpapers || Download paper

2020Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2020). Shao, Ying-Hui ; Yang, Yan-Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300930.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Algorithmic trading for online portfolio selection under limited market liquidity. (2020). Zhang, Hai. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1033-1051.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Asymmetric transfer effects among real output, energy consumption, and carbon emissions in China. (2020). Wen, Fenghua ; Wang, Chang ; Liu, Hong. In: Energy. RePEc:eee:energy:v:208:y:2020:i:c:s0360544220314523.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020By the light of day: The effect of the switch to winter time on stock markets. (2020). Mugerman, Yevgeny ; Wiener, Zvi ; Yidov, Orr. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300810.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23.

Full description at Econpapers || Download paper

2020Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values. (2020). Leibbrandt, Andreas ; KALAYCI, Kenan ; Oyarzun, Carlos ; Bao, Zhengyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:59-84.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Chinas copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods. (2020). Zhu, Wensong ; Cheng, Hui ; Yao, Shanshan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719306142.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The magnet effect of circuit breakers and its interactions with price limits. (2020). Wong, Kin Ming ; Li, Min ; Kong, Xiao Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19305128.

Full description at Econpapers || Download paper

2020Which is the better fourth factor in China? Reversal or turnover?. (2020). Zhang, Joyce ; Lin, Kun-Ben ; Huang, Jing-Bo ; Chen, Shu-Heng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030113x.

Full description at Econpapers || Download paper

2020Evaluation of missing ordinal pattern and its fractional distribution entropy. (2020). Shang, Pengjian ; Rong, Lei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119313214.

Full description at Econpapers || Download paper

2020Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets. (2020). Zhang, Tian ; Zou, Shaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931338x.

Full description at Econpapers || Download paper

2020Multiscale horizontal visibility entropy: Measuring the temporal complexity of financial time series. (2020). Zhang, Pengyuan ; Zhao, Xiaojun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315250.

Full description at Econpapers || Download paper

2020Fluctuation and volatility dynamics of stochastic interacting energy futures price model. (2020). Wang, Jun ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315353.

Full description at Econpapers || Download paper

2020A mathematical formulation of order cancellation for the agent-based modelling of financial markets. (2020). Yoshimura, Yushi ; Chen, YU ; Okuda, Hiroshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119314372.

Full description at Econpapers || Download paper

2020Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US. (2020). Zhao, Ruwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119315031.

Full description at Econpapers || Download paper

2020Efficient hedging currency options in fractional Brownian motion model with jumps. (2020). Ri, Ju-Hyang ; Ju, Dong-Chol ; Kim, Nam-Ung. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316309.

Full description at Econpapers || Download paper

2020Graph-based era segmentation of international financial integration. (2020). Borgnat, Pierre ; Abry, Patrice ; Jensen, Pablo ; Parent, Antoine ; Bastidon, Cecile. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316346.

Full description at Econpapers || Download paper

2020Core–periphery organization of the cryptocurrency market inferred by the modularity operator. (2020). Polovnikov, Kirill ; Syntulsky, Sergey ; Kazakov, Vlad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317364.

Full description at Econpapers || Download paper

2020Characterizing initiation of gas–liquid churn flows using coupling analysis of multivariate time series. (2020). Zhai, Lusheng ; Xie, Hailin ; Yang, Jie ; Wu, Yinglin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317480.

Full description at Econpapers || Download paper

2020Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis. (2020). Chatterjee, Sucharita. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317765.

Full description at Econpapers || Download paper

2020Optimization of the post-crisis recovery plans in scale-free networks. (2020). ausloos, marcel ; Jafari, Gholamreza ; Hosseiny, Ali ; Chinichian, Narges ; Bahrami, Mohammad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931800x.

Full description at Econpapers || Download paper

2020Cross-correlation complexity and synchronization of the financial time series on Potts dynamics. (2020). Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318424.

Full description at Econpapers || Download paper

2020Elucidating the complexity of metallogenic elements based on multifractal detrending moving average analysis. (2020). Lai, Jiajing ; Zeng, Xiangjian ; Wan, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318473.

Full description at Econpapers || Download paper

2020Dynamic relationship between Chinese RMB exchange rate index and market anxiety: A new perspective based on MF-DCCA. (2020). Liu, Xinghua ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931903x.

Full description at Econpapers || Download paper

2020A Fixed-Mass multifractal approach for unweighted complex networks. (2020). Moreno-Pulido, Soledad ; Pavon-Dominguez, Pablo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320461.

Full description at Econpapers || Download paper

2020Dynamic energy stock selection based on shareholders’ coholding network. (2020). An, Pengli ; Lian, Peng ; Sun, Bowen ; Wang, ZE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119313007.

Full description at Econpapers || Download paper

2020Detrended moving average partial cross-correlation analysis on financial time series. (2020). Yang, Pengbo ; Lin, Aijing ; Zhang, Ningning. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119316760.

Full description at Econpapers || Download paper

2020Multifractal analysis of the impact of US–China trade friction on US and China soy futures markets. (2020). Zhu, Yingming ; Zhang, Xin ; Ji, Qiangbiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318102.

Full description at Econpapers || Download paper

2020Forecasting volatility of the Chinese stock markets using TVP HAR-type models. (2020). Zhang, Yifeng ; Chen, Xiaodan ; Wang, Yan ; Liu, Guangqiang ; Shang, Yue. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319247.

Full description at Econpapers || Download paper

2020Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains. (2020). Chen, Xiaodan ; Li, Xiafei ; Zhang, Zeming ; Wang, Yilin ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319326.

Full description at Econpapers || Download paper

2020Studying the performance of critical slowing down indicators in a biological system with a period-doubling route to chaos. (2020). Nazarimehr, Fahimeh ; Moghadam, Nastaran Navid ; Sprott, Julien C ; Jafari, Sajad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:544:y:2020:i:c:s0378437119318977.

Full description at Econpapers || Download paper

2020Systemic importance of financial institutions: A complex network perspective. (2020). Wen, Shigang ; Yang, Xin ; Huang, Chuangxia ; Zhao, Xian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319223.

Full description at Econpapers || Download paper

2020Multiscale multifractal analysis on air traffic flow time series: A single airport departure flight case. (2020). Zhang, Xingchen ; Liu, Hongzhi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319958.

Full description at Econpapers || Download paper

2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

Full description at Econpapers || Download paper

2020The relationship between oil prices and the Brazilian stock market. (2020). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320874.

Full description at Econpapers || Download paper

2020Fluctuation analysis of electric power loads in Europe: Correlation multifractality vs. Distribution function multifractality. (2020). Kracik, Jii ; Lavika, Hynek. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321053.

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]
paper15
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: 15
article
2007Multifractality in stock indexes: Fact or fiction? In: Papers.
[Full Text][Citation analysis]
paper40
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: 40
article
2007Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests In: Papers.
[Full Text][Citation analysis]
paper7
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: 7
article
2008Universal price impact functions of individual trades in an order-driven market In: Papers.
[Full Text][Citation analysis]
paper21
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: 21
article
2007Empirical distributions of Chinese stock returns at different microscopic timescales In: Papers.
[Full Text][Citation analysis]
paper27
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: 27
article
2007Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index In: Papers.
[Full Text][Citation analysis]
paper8
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: 8
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]
paper2
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: 2
article
2008Multifractal analysis of Chinese stock volatilities based on partition function approach In: Papers.
[Full Text][Citation analysis]
paper38
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: 38
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]
paper7
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: 7
article
2008Multifractal detrended cross-correlation analysis for two nonstationary signals In: Papers.
[Full Text][Citation analysis]
paper213
2008Scaling in the distribution of intertrade durations of Chinese stocks In: Papers.
[Full Text][Citation analysis]
paper7
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: 7
article
2008On the probability distribution of stock returns in the Mike-Farmer model In: Papers.
[Full Text][Citation analysis]
paper3
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: 3
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]
paper17
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: 17
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]
paper26
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]
paper12
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: 12
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]
paper11
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: 11
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]
paper5
2009Modified detrended fluctuation analysis based on empirical mode decomposition In: Papers.
[Full Text][Citation analysis]
paper2
2009The components of empirical multifractality in financial returns In: Papers.
[Full Text][Citation analysis]
paper69
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]
paper59
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: 59
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: 59
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: 59
paper
2009Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices In: Papers.
[Full Text][Citation analysis]
paper4
2009Scaling and memory in the non-poisson process of limit order cancelation In: Papers.
[Full Text][Citation analysis]
paper1
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: 1
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]
paper10
2010Complex stock trading network among investors In: Papers.
[Full Text][Citation analysis]
paper26
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: 26
article
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]
paper136
2010The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document In: Papers.
[Full Text][Citation analysis]
paper2
2010Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant In: Papers.
[Full Text][Citation analysis]
paper15
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: 15
article
2011The US stock market leads the Federal funds rate and Treasury bond yields In: Papers.
[Full Text][Citation analysis]
paper17
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: 17
paper
2011The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields.(2011) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2011Analysis of trade packages in Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper5
2013Analysis of trade packages in the Chinese stock market.(2013) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2011Multifractal detrending moving average cross-correlation analysis In: Papers.
[Full Text][Citation analysis]
paper134
2011Evolution of worldwide stock markets, correlation structure and correlation based graphs In: Papers.
[Full Text][Citation analysis]
paper101
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]
paper16
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: 16
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: 16
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]
paper1
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]
paper15
2012Determinants of immediate price impacts at the trade level in an emerging order-driven market In: Papers.
[Full Text][Citation analysis]
paper7
2012Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series In: Papers.
[Full Text][Citation analysis]
paper22
2012Testing the weak-form efficiency of the WTI crude oil futures market In: Papers.
[Full Text][Citation analysis]
paper28
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: 28
article
2012Extreme value statistics and recurrence intervals of NYMEX energy futures volatility In: Papers.
[Full Text][Citation analysis]
paper14
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: 14
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]
paper11
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: 11
article
2013Dynamic evolution of cross-correlations in the Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper3
2014Dynamic Evolution of Cross-Correlations in the Chinese Stock Market.(2014) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks In: Papers.
[Full Text][Citation analysis]
paper2
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
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]
paper17
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: 17
article
2014Wealth share analysis with fundamentalist/chartist heterogeneous agents In: Papers.
[Full Text][Citation analysis]
paper1
2014Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents.(2014) In: Abstract and Applied Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
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]
paper7
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: 7
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: 7
article
2015Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets In: Papers.
[Full Text][Citation analysis]
paper7
2015Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets.(2015) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2015Club Convergence of House Prices: Evidence from Chinas Ten Key Cities In: Papers.
[Full Text][Citation analysis]
paper7
2015Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces In: Papers.
[Full Text][Citation analysis]
paper77
2015Profitability of simple technical trading rules of Chinese stock exchange indexes In: Papers.
[Full Text][Citation analysis]
paper9
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: 9
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]
paper8
2015Profitability of Contrarian Strategies in the Chinese Stock Market.(2015) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2015Effects of polynomial trends on detrending moving average analysis In: Papers.
[Full Text][Citation analysis]
paper6
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]
paper33
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]
paper1
2016Taylors Law of temporal fluctuation scaling in stock illiquidity In: Papers.
[Full Text][Citation analysis]
paper1
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
[Full Text][Citation analysis]
paper4
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: 4
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]
paper4
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]
paper6
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: 6
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]
paper8
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: 8
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]
paper2
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: 2
article
2018Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates In: Papers.
[Full Text][Citation analysis]
paper14
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: 14
article
2018Multifractal analysis of financial markets In: Papers.
[Full Text][Citation analysis]
paper16
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
2020Modeling aggressive market order placements with Hawkes factor models.(2020) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
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]
paper1
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
2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market In: Papers.
[Full Text][Citation analysis]
paper1
2020Sector connectedness in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]
paper1
2020Predicting tail events in a RIA-EVT-Copula framework In: Papers.
[Full Text][Citation analysis]
paper0
2020Evolving efficiency and robustness of global oil trade networks In: Papers.
[Full Text][Citation analysis]
paper1
2020Information transfer between stock market sectors: A comparison between the USA and China In: Papers.
[Full Text][Citation analysis]
paper1
2020Information flow networks of Chinese stock market sectors In: Papers.
[Full Text][Citation analysis]
paper2
2002Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes In: Papers.
[Full Text][Citation analysis]
paper3
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: 3
article
2002The US 2000-2002 Market Descent: How Much Longer and Deeper? In: Papers.
[Full Text][Citation analysis]
paper20
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: 20
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]
paper43
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: 43
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]
paper11
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: 11
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]
paper16
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: 16
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]
paper4
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: 4
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]
paper19
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: 19
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]
paper28
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: 28
article
2003Finite-Time Singularity Signature of Hyperinflation In: Papers.
[Full Text][Citation analysis]
paper11
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: 11
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]
paper5
20032000-2003 Real Estate Bubble in the UK but not in the USA In: Papers.
[Full Text][Citation analysis]
paper27
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: 27
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]
paper41
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: 41
article
2006Statistical properties of daily ensemble variables in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]
paper7
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: 7
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]
paper16
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: 16
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]
paper6
2008A case study of speculative financial bubbles in the South African stock market 2003-2006 In: Papers.
[Full Text][Citation analysis]
paper23
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: 23
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]
paper3
2011Investment strategies used as spectroscopy of financial markets reveal new stylized facts In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper3
2011Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts.(2011) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2019Order imbalances and market efficiency: New evidence from the Chinese stock market In: Emerging Markets Review.
[Full Text][Citation analysis]
article4
2018A weekly sentiment index and the cross-section of stock returns In: Finance Research Letters.
[Full Text][Citation analysis]
article10
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]
article18
2020News coverage and portfolio returns: Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article0
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]
article5
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]
article7
2007Scale invariant distribution and multifractality of volatility multipliers in stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article28
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]
article53
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]
article18
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]
article1
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]
article13
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]
article23
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]
article20
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]
article1
2019Visibility graph analysis of economy policy uncertainty indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article4
2019Comparing selection strategies for engineering research hotspots In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2019Exponentially decayed double power-law distribution of Bitcoin trade sizes In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2017Temporal and spatial correlation patterns of air pollutants in Chinese cities In: PLOS ONE.
[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]
article27
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]
article7
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]
article3
2019Tail dependence networks of global stock markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article15
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 March, 2 2021. Contact: CitEc Team