Wei-Xing Zhou : Citation Profile

East China University of Science and Technology

28

H index

74

i10 index

2935

Citations

RESEARCH PRODUCTION:

134

Articles

163

Papers

2

Books

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 122
   Journals where Wei-Xing Zhou has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 154 (4.99 %)

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   Permalink: http://citec.repec.org/pzh846
   Updated: 2025-04-19    RAS profile: 2025-04-06    
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Relations with other researchers

Works with:

Barnett, William (5)

Wang, Gang-Jin (4)

JAWADI, Fredj (4)

Nguyen, Duc Khuong (2)

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 (49)

Krištoufek, Ladislav (47)

Fantazzini, Dean (41)

Shen, Dehua (36)

Wang, Yudong (34)

Wang, Gang-Jin (30)

Lv, Dayong (26)

He, Ling-Yun (24)

Wang, Yudong (23)

Fry, John (21)

Yan, Wanfeng (18)

Cites to:

Farmer, J. (60)

Mantegna, Rosario (41)

Gabauer, David (30)

Gabaix, Xavier (29)

Diebold, Francis (26)

Yilmaz, Kamil (26)

Ji, Qiang (24)

Shahzad, Syed Jawad Hussain (24)

Fama, Eugene (24)

Bouri, Elie (23)

GUPTA, RANGAN (23)

Main data

Where Wei-Xing Zhou has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications63
Quantitative Finance8
Chaos, Solitons & Fractals7
PLOS ONE7
The European Physical Journal B: Condensed Matter and Complex Systems7
International Journal of Modern Physics C (IJMPC)4
Empirical Economics3
Journal of International Financial Markets, Institutions and Money3
Finance Research Letters3
Journal of Economic Behavior & Organization3
Emerging Markets Review2
Resources Policy2
The North American Journal of Economics and Finance2
Energy2
Financial Innovation2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org151
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5
Working Papers / ETH Zurich, Chair of Systems Design3
Post-Print / HAL2

Recent works citing Wei-Xing Zhou (2025 and 2024)

YearTitle of citing document
2024.

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2024Optimal Bubble Riding: A Mean Field Game with Varying Entry Times. (2022). Wang, Shichun ; Tangpi, Ludovic. In: Papers. RePEc:arx:papers:2209.04001.

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2024Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2022). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2209.10334.

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2024Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2310.18903.

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2024Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Wu, Boyao ; Huang, Difang ; Zheng, Lifen ; Li, Nan ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19363.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2025High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads. (2025). Li, Guanlin ; Chen, Xiyan ; Liu, Yingzheng. In: Papers. RePEc:arx:papers:2501.03171.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Nguyen, Duc Khuong ; Zhou, Wei-Xing ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025FinArena: A Human-Agent Collaboration Framework for Financial Market Analysis and Forecasting. (2025). Liu, Zhaobin ; Xu, Congluo. In: Papers. RePEc:arx:papers:2503.02692.

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2024Digital Financial Literacy and Its Impact on Financial Skills and Financial Goals in Indonesia’s Digital Payment Ecosystem. (2024). Dahlan, Sahara Putri ; Fahlevi, Mochammad ; Dandi, Mochamad ; Ardini, Lilis. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:7:p:181-199.

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2024A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Xiao, Feng ; Gao, Yijia ; He, Chaolin ; Khan, Yasir ; Tang, Liangling. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87.

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2024Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets. (2024). Li, Zhihui ; Tian, Yun. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010997.

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2024Complex non-linear relationship between conventional and green bonds: Insights amidst COVID-19 and the RU–UA conflict. (2024). Koji, Milena ; Miti, Petar ; Schlter, Stephan ; Raki, Slobodan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000819.

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2024Exploiting network science in business process management: A conceptual framework. (2024). Iovanella, Antonio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012468.

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2024A Parrondo paradoxical interplay of reciprocity and reputation in social dynamics. (2024). Cheong, Kang Hao ; Lai, Joel Weijia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923012882.

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2024Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030.

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2024A cross horizontal visibility graph algorithm to explore associations between two time series. (2024). Zhou, YU ; Yu, Zu-Guo ; Liu, Jin-Long. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002261.

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2024Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Guang-XI, Cao ; Mei-Jun, Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911.

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2024Using visibility graphs to characterize non-Maxwellian turbulent plasmas. (2024). Moya, Pablo S ; Pasten, Denisse ; Saldivia, Sebastian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:183:y:2024:i:c:s0960077924005009.

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2024A multifractal approach to understanding Forbush Decrease events: Correlations with geomagnetic storms and space weather phenomena. (2024). Sierra-Porta, D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006416.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Jin ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354.

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2024Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets. (2024). Huang, Zihuang ; Li, Zhicheng ; Liu, YU ; Dong, Feng. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004699.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2024A nationwide multi-location multi-resource stochastic programming based energy planning framework. (2024). Noor, MD ; Faiz, Tasnim Ibn. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224006704.

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2024Energy imports in turbulent eras: Evidence from China. (2024). Bioiu, Teodora Ioana ; Yang, Shengyao ; Qin, Meng ; Su, Chi-Wei ; Peculea, Adelina Dumitrescu. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224023600.

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2024Social media information diffusion and excess stock returns co-movement. (2024). Li, Sai-Ping ; Wu, Wang-Long ; Chen, Zhang-Hangjian ; Koedijk, Kees G ; Bao, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024Uncertainty and international fund flows: A cross-country analysis. (2024). Gurdgiev, Constantin ; Naka, Atsuyuki ; Shin, Seungho ; French, Joseph J. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400214x.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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2024Will fighting climate change affect commercial banks? A carbon tax policy simulation. (2024). Wang, Yong ; Alharbi, Samar S ; Abedin, Mohammad Zoynul ; Han, Linna. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007191.

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2024Measuring systemic risk contribution: A higher-order moment augmented approach. (2024). Huang, Guanglin ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012059.

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2024Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks. (2024). Nie, Chun-Xiao ; Chen, Jinyan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002174.

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2024Tail risk spillovers among Chinese stock market sectors. (2024). Xiao, Hailian ; Ouyang, Minhua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002630.

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2024Risk spillover effects of the Israel–Hamas War on global financial and commodity markets: A time–frequency and network analysis. (2024). Lin, Zi-Luo ; Ouyang, Wen-Pei ; Yu, Qing-Rui. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006482.

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2024The uncertainty of fluctuation correlations in global stock markets. (2024). Rong, Xueyun ; Yin, Lei ; Wang, Faming. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007372.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China. (2024). Zhang, Yaojie ; Jiang, Jiajie ; Xiao, Jihong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000544.

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2024Bridge successive states for a complex system with evolutionary matrix. (2024). Yang, Huijie ; Gu, Changgui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000426.

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2024Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations. (2024). Bouri, Elie ; Nekhili, Ramzi ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000979.

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2024Multifractal information on reading eye tracking data. (2024). del Punta, Jessica A ; Iaconis, Francisco R ; Meo, Marcos M ; Gasaneo, Gustavo ; Delrieux, Claudio A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:638:y:2024:i:c:s037843712400133x.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2024Multifractal analysis of Chinese literary and web novels. (2024). Zhou, Xiaozhu ; Zhuo, Xuru ; Liu, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002589.

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2024Mechanisms of investors’ bounded rationality and market herding effect by the stochastic Ising financial model. (2024). Lan, Yun ; Fang, Wen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004564.

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2024Congestions and spectral transitions in time-lagged correlations of motorway traffic. (2024). Guhr, Thomas ; Wang, Shanshan ; Pilarczyk, Rene ; Schreckenberg, Michael ; Hollbeck, Gabor B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004618.

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2024Avalanche dynamics in nonconservative water droplet. (2024). Liu, Mengping ; Mei, Xiaoli ; Shi, Kai ; Du, Hongfei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005703.

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2024Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality. (2024). Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124005946.

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2024Deep multifractal detrended cross-correlation analysis algorithm for multifractals. (2024). Jiang, Feng ; Wu, BO ; Zhang, Jiao ; Liu, Chunqiong ; Shi, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006149.

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2024Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets. (2024). Carrasco, Ral ; Jeldes-Delgado, Fabiola ; Contreras-Reyes, Javier E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006241.

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2024Approximate waiting times for queuing systems with variable cross-correlated arrival rates. (2024). Pyko, Svetlana A ; Tymchenko, Nikita ; Bogachev, Mikhail I ; Markelov, Oleg A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006617.

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2025Robustness analysis of smart manufacturing systems against resource failures: A two-layered network perspective. (2025). Zhu, Jianhua ; Chen, Kun ; Song, Zhiting. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:253:y:2025:i:c:s0951832024006665.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Xu, Kunpeng ; Kong, Deli ; Zhang, Pengcheng ; Qi, Jiayin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x.

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2024On the different impact of local and national sources of policy uncertainty on sectoral stock volatility. (2024). Bales, Stephan ; Sabani, Nazmie ; Burghof, Hans-Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003325.

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2025Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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2025“Volatility in a Mug Cup”: Spillovers among cocoa, coffee, sugar futures and the role of climate policy risk. (2025). Lin, Boqiang ; Du, Anna Min ; Ge, Jiamin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004276.

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2024Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy. (2024). Nong, Huifu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:567-580.

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2024Empirical Distribution of the U.S. Housing Market during the Great Recession: Nonlinear Scaling Behavior after a Major Crash. (2024). Siokis, Fotios M. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:130-:d:1361447.

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2024Can ESG Integration Enhance the Stability of Disruptive Technology Stock Investments? Evidence from Copula-Based Approaches. (2024). Chen, Jianing ; Xu, Haoran ; Yu, Poshan. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:197-:d:1392836.

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2025Evaluation of and Reconnection to Open Space: The Chicago Strip. (2025). de Maeseneer, Martine ; Lu, Wenchang. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:6:p:2457-:d:1609952.

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2024COVID-19 and REITs Crash: Predictability and Market Conditions. (2024). Kim, Jinu ; Jang, Hanwool ; Ahn, Kwangwon ; Ryu, Inug. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-023-10431-1.

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2024Singular Stochastic Differential Equations for Time Evolution of Stocks Within Non-white Noise Approach. (2024). Lima, L S ; L. L. B. Miranda, . In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10516-x.

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2025Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine. (2025). Huang, Menghao ; Jiang, Wenjing ; Wang, Jian ; Shao, Wei. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10554-z.

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2025Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis. (2025). Rahman, Md Shahriar ; Moudud-Ul, Syed. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10607-3.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2025Supply risk propagation in international trade networks of the tungsten industry chain. (2025). Tang, Qianyong ; Wang, Xingxing ; Liu, Xiaojie ; Zheng, Xinxin ; Ren, BO ; Zhang, Yuqi. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-024-04301-w.

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YearTitleTypeCited
2007Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes In: Papers.
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2008Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Multifractality in stock indexes: Fact or fiction? In: Papers.
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2008Multifractality in stock indexes: Fact or Fiction?.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests In: Papers.
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2008Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Universal price impact functions of individual trades in an order-driven market In: Papers.
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2012Universal price impact functions of individual trades in an order-driven market.(2012) In: Quantitative Finance.
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2007Empirical distributions of Chinese stock returns at different microscopic timescales In: Papers.
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2008Empirical distributions of Chinese stock returns at different microscopic timescales.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index In: Papers.
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2008Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks In: Papers.
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2007Empirical regularities of order placement in the Chinese stock market In: Papers.
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2008Empirical regularities of order placement in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Multifractal analysis of Chinese stock volatilities based on partition function approach In: Papers.
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2008Multifractal analysis of Chinese stock volatilities based on the partition function approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Empirical shape function of limit-order books in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Scaling in the distribution of intertrade durations of Chinese stocks.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2009On the probability distribution of stock returns in the Mike-Farmer model.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles In: Papers.
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2009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2009) In: Swiss Finance Institute Research Paper Series.
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2010Scaling and memory in the non-Poisson process of limit order cancelation.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2009Finite-size effect and the components of multifractality in financial volatility In: Papers.
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2012Finite-size effect and the components of multifractality in financial volatility.(2012) In: Chaos, Solitons & Fractals.
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2010Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change In: Papers.
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2010Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2010Recurrence interval analysis of trading volumes In: Papers.
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2010Complex stock trading network among investors.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2010Nonuniversal distributions of stock returns in an emerging market In: Papers.
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2010Detrending moving average algorithm for multifractals In: Papers.
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2010The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document In: Papers.
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2010Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant In: Papers.
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2011Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant.(2011) In: Physica A: Statistical Mechanics and its Applications.
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2011The US stock market leads the Federal funds rate and Treasury bond yields In: Papers.
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2011The US stock market leads the Federal funds rate and Treasury bond yields.(2011) In: Swiss Finance Institute Research Paper Series.
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2011Analysis of trade packages in Chinese stock market In: Papers.
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2011Evolution of worldwide stock markets, correlation structure and correlation based graphs In: Papers.
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2011Strategies used as spectroscopy of financial markets reveal new stylized facts In: Papers.
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2013Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model In: Papers.
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2011Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model.(2011) In: Swiss Finance Institute Research Paper Series.
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2012Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations In: Papers.
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2012Determinants of immediate price impacts at the trade level in an emerging order-driven market In: Papers.
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2012Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series In: Papers.
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2012Testing the weak-form efficiency of the WTI crude oil futures market In: Papers.
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2014Extreme value statistics and recurrence intervals of NYMEX energy futures volatility.(2014) In: Economic Modelling.
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2013Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant In: Papers.
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2015Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant.(2015) In: Physica A: Statistical Mechanics and its Applications.
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2013Dynamic evolution of cross-correlations in the Chinese stock market In: Papers.
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2014Dynamic Evolution of Cross-Correlations in the Chinese Stock Market.(2014) In: PLOS ONE.
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2014Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks In: Papers.
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2014Empirical properties of inter-cancellation durations in the Chinese stock market In: Papers.
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2018Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns In: Papers.
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2017Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns.(2017) In: Computational Economics.
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2014An agent-based computational model for Chinas stock market and stock index futures market In: Papers.
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2014An Agent-Based Computational Model for China’s Stock Market and Stock Index Futures Market.(2014) In: Mathematical Problems in Engineering.
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2014Stylized facts of price gaps in limit order books: Evidence from Chinese stocks In: Papers.
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2014Correlation structure and principal components in global crude oil market In: Papers.
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