Wei-Xing Zhou : Citation Profile

East China University of Science and Technology

28

H index

77

i10 index

3041

Citations

RESEARCH PRODUCTION:

141

Articles

164

Papers

2

Books

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 126
   Journals where Wei-Xing Zhou has often published
   Relations with other researchers
   Recent citing documents: 189.    Total self citations: 162 (5.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh846
   Updated: 2025-12-20    RAS profile: 2025-10-09    
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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 (48)

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)

Yilmaz, Kamil (26)

Diebold, Francis (26)

GUPTA, RANGAN (25)

Shahzad, Syed Jawad Hussain (24)

Ji, Qiang (24)

Fama, Eugene (24)

Bouri, Elie (23)

Main data

Where Wei-Xing Zhou has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications63
Chaos, Solitons & Fractals9
Quantitative Finance8
PLOS ONE7
The European Physical Journal B: Condensed Matter and Complex Systems7
Finance Research Letters5
Empirical Economics4
International Journal of Modern Physics C (IJMPC)4
Journal of International Financial Markets, Institutions and Money3
Journal of Economic Behavior & Organization3
Financial Innovation2
Energy2
The North American Journal of Economics and Finance2
Emerging Markets Review2
Resources Policy2
Annals of Operations Research2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org152
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
2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343639.

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2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343639.

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2024A Time Trend and Persistence Analysis of Sunflower Oil and Olive Oil Prices in the Context of the Russia-Ukraine War. (2024). Monge, Manuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:348135.

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2024Optimal Bubble Riding: A Mean Field Game with Varying Entry Times. (2024). 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. (2024). Lu, Yutong ; Cucuringu, Mihai ; Reinert, Gesine. 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. (2024). Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2310.18903.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Papers. RePEc:arx:papers:2402.11136.

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2024Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Li, Nan ; Chen, Muzi ; Zheng, Lifen ; Huang, Difang ; Wu, Boyao. 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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2024Approaching multifractal complexity in decentralized cryptocurrency trading. (2024). Zd, Stanislaw Dro ; Stanisz, Tomasz ; Kwapie, Jaroslaw ; Kr, Marcin ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2411.05951.

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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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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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2025Temperature Measurement in Agent Systems. (2025). Hoffmann, Ingo ; Borner, Christoph J. In: Papers. RePEc:arx:papers:2507.08394.

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2025Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning. (2025). Yang, Peng ; Lin, Yushi. In: Papers. RePEc:arx:papers:2508.17086.

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2025Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483.

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2024Digital Financial Literacy and Its Impact on Financial Skills and Financial Goals in Indonesia’s Digital Payment Ecosystem. (2024). Fahlevi, Mochammad ; Dahlan, Sahara Putri ; 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). Khan, Yasir ; Tang, Liangling ; Xiao, Feng ; Gao, Yijia ; He, Chaolin. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87.

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2024Shipping Trade and Geopolitical Turmoils: The Case of the Ukrainian Maritime Network. (2024). Faure, Marc-Antoine ; Cremaschini, Fabio ; Ducruet, Cesar ; Martin, Barbara Polo. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-24.

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2025Towards the path of green finance: Unraveling the co-movement between green cryptocurrencies and Bitcoin. (2025). Jayasankar, Meghna ; Niveditha, P S. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00035.

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2025Evolution of cooperation among fairness-seeking agents in spatial public goods game. (2025). Zhang, Hong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:489:y:2025:i:c:s0096300324006441.

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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). Saâdaoui, Foued ; 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). Yu, Zu-Guo ; Zhou, YU ; 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). Mei-Jun, Ling ; Guang-XI, Cao. 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). Saldivia, Sebastian ; Moya, Pablo S ; Pasten, Denisse. 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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2024Percolation behavior of partially interdependent networks with capacity and loads. (2024). Wang, Niu ; Chen, Mengjiao ; Xiang, Changcheng ; Wei, Daijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012268.

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2025Dynamic pyramidal volume correction method for calculating the three-dimensional fractal dimension of machined surfaces. (2025). Lapatsin, Siarhei ; Yin, Jingqi ; Chen, Juhui ; Yu, Guangbin ; Qi, Shiyuan ; Li, Dan ; Zhuravkov, Michael. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p1:s0960077925006770.

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2024Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877.

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2025The nexus among geopolitical risk, metal prices, and global supply chain pressure: Evidence from the TVP-SV-VAR approach. (2025). Liu, Yang ; Taghizadeh-Hesary, Farhad ; Jia, Yiqing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1776-1789.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Hu, Xin ; Zhou, Sitong ; Zhu, BO ; Zhang, Bokai. 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). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. 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, Yan ; 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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2025Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213.

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2025The resonance effect of economic policy uncertainty worldwide: A time–frequency analysis. (2025). Zhang, NA ; Wu, Yuhang ; Huang, Yurui ; Geng, Xinru ; Zhao, Xiaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000774.

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2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

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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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2025Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020.

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

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2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

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2024Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165.

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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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2024Trade dynamics of environmental goods within global energy economy and their impacts on green technological innovation: A complex network analysis. (2024). Qayyum, Muhammad ; Li, Shijie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006650.

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2025Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507.

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2025Sanctions and inventories: Evidence from Russian energy firms. (2025). Duong, Kiet Tuan ; Toan, Luu Duc. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003214.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wang, Kangsheng ; Wen, Fenghua. 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). Faiz, Tasnim Ibn ; Noor, MD. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224006704.

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2024Risk analysis and resilience assessment of Chinas oil imports after the Ukraine Crisis：A network-based dynamics model. (2024). Liu, YI ; Wang, Jianliang. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224012751.

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2024The dynamic evolution mechanism of structural dependence characteristics in the global oil trade network. (2024). Guo, Yaoqi ; Yan, Jingjing ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:303:y:2024:i:c:s0360544224016876.

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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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2024Assessing economies resilience of international liquefied natural gas trade network in the presence of the ripple effect. (2024). Dong, Peiwu ; Zhu, Min ; Fu, Zhengtang ; Ju, Yanbing. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224032675.

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2025Impact of geopolitical risks on crude oil security: A copula-based assessment framework. (2025). Wang, Shuang ; Li, Jing. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005043.

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2025Experimental investigation on effect of drag-reduced cavitation on stability of a blub turbine. (2025). Ge, Zhenguo ; Li, Tianshu ; Luo, Xingqi ; Zhu, Guojun ; Wu, Guangkuan ; Zhao, Nannan ; Feng, Jianjun. In: Energy. RePEc:eee:energy:v:327:y:2025:i:c:s0360544225021590.

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2025Study on the evolutionary characteristics and robustness of the global refined oil trade network. (2025). Ding, Rijia ; Shi, Ying ; Liu, Jingye ; Guo, Fengqi. In: Energy. RePEc:eee:energy:v:331:y:2025:i:c:s036054422502674x.

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2025Economic policy uncertainty, coal price, and industrial output: Evidence from China. (2025). Lin, Boqiang ; Wang, Zhijun. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225028403.

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2025Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

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2024Social media information diffusion and excess stock returns co-movement. (2024). Chen, Zhang-Hangjian ; Wu, Wang-Long ; Li, Sai-Ping ; Bao, Kun ; Koedijk, Kees G. 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). Zhang, Zhendong ; Luo, Jiawen. 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 ; French, Joseph ; Shin, Seungho ; Naka, Atsuyuki. 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). Wang, Peiwen ; Huang, Guanglin. 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). Chen, Jinyan ; Nie, Chun-Xiao. 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). Ouyang, Minhua ; Xiao, Hailian. 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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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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2025The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134.

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2025Unlevel playing field? Machine learning meets state aid regulation. (2025). Letta, Marco ; Barone, Guglielmo. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:101:y:2025:i:c:s0167718725000414.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. 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). Raza, Syed Ali ; Shah, Nida ; Suleman, Muhammed Tahir. 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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2025Pricing efficiency in cryptocurrencies: The case of centralized and decentralized markets. (2025). Perlin, Marcelo Scherer ; Almeida, Lucas Mussoi ; Mller, Fernanda Maria. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000663.

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

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2025Assessing the structural resilience of the global crude oil maritime transportation network: A motif-based approach from network to ports. (2025). Li, Haijiang ; Jia, Peng ; Si, Ruibin ; Zhao, Xueting. In: Journal of Transport Geography. RePEc:eee:jotrge:v:123:y:2025:i:c:s0966692325000146.

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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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2025Impact of the Russian invasion on Ukrainian small and medium farmers’ productivity. (2025). Ali, Daniel Ayalew ; Deininger, Klaus ; Fang, Ming. In: Land Use Policy. RePEc:eee:lauspo:v:148:y:2025:i:c:s0264837724003594.

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

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2024Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032.

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2025Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers. (2025). Yuan, Xianghui ; Zhao, Chencheng ; Long, Jun ; Li, Xiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003378.

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2024Bridge successive states for a complex system with evolutionary matrix. (2024). Yan, Shuang ; 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). NEKHILI, Ramzi ; Kristjanpoller, Werner ; Bouri, Elie. 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). Meo, Marcos M ; del Punta, Jessica A ; Gasaneo, Gustavo ; Iaconis, Francisco R ; 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). Liu, Yang ; Zhuo, Xuru ; Zhou, Xiaozhu. 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). Du, Hongfei ; Liu, Mengping ; Mei, Xiaoli ; Shi, Kai. 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). Zhang, Jiao ; Liu, Chunqiong ; Shi, Kai ; Jiang, Feng ; Wu, BO. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006149.

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

Works by Wei-Xing Zhou:

YearTitleTypeCited
2007Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes In: Papers.
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2008Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Multifractality in stock indexes: Fact or fiction? In: Papers.
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2008Multifractality in stock indexes: Fact or Fiction?.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests In: Papers.
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2008Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Universal price impact functions of individual trades in an order-driven market In: Papers.
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2012Universal price impact functions of individual trades in an order-driven market.(2012) In: Quantitative Finance.
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2007Empirical distributions of Chinese stock returns at different microscopic timescales In: Papers.
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2008Empirical distributions of Chinese stock returns at different microscopic timescales.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index In: Papers.
[Full Text][Citation analysis]		paper11
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.
[Full Text][Citation analysis]		paper6
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.
[Full Text][Citation analysis]		paper44
2008Multifractal analysis of Chinese stock volatilities based on the partition function approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Direct evidence for inversion formula in multifractal financial volatility measure In: Papers.
[Full Text][Citation analysis]		paper0
2008Empirical shape function of limit-order books in the Chinese stock market In: Papers.
[Full Text][Citation analysis]		paper12
2008Empirical shape function of limit-order books in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Multifractal detrended cross-correlation analysis for two nonstationary signals In: Papers.
[Full Text][Citation analysis]		paper288
2008Scaling in the distribution of intertrade durations of Chinese stocks In: Papers.
[Full Text][Citation analysis]		paper15
2008Scaling in the distribution of intertrade durations of Chinese stocks.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008On the probability distribution of stock returns in the Mike-Farmer model In: Papers.
[Full Text][Citation analysis]		paper9
2009On the probability distribution of stock returns in the Mike-Farmer model.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2008The 2006-2008 Oil Bubble and Beyond In: Papers.
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2008Detrended fluctuation analysis of intertrade durations In: Papers.
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2009Detrended fluctuation analysis of intertrade durations.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2008Statistical properties of volatility return intervals of Chinese stocks In: Papers.
[Full Text][Citation analysis]		paper13
2009Statistical properties of volatility return intervals of Chinese stocks.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2009Emergence of long memory in stock volatility from a modified Mike-Farmer model In: Papers.
[Full Text][Citation analysis]		paper33
2008Multiscaling behavior in the volatility return intervals of Chinese indices In: Papers.
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2008Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market In: Papers.
[Full Text][Citation analysis]		paper14
2009Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009Long-term correlations and multifractal analysis of trading volumes for Chinese stocks In: Papers.
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2009Scaling and memory in the return intervals of realized volatility In: Papers.
[Full Text][Citation analysis]		paper11
2009Scaling and memory in the return intervals of realized volatility.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2009Empirical regularities of opening call auction in Chinese stock market In: Papers.
[Full Text][Citation analysis]		paper8
2010Empirical regularities of opening call auction in Chinese stock market.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2009The Chinese Equity Bubble: Ready to Burst In: Papers.
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2009Modified detrended fluctuation analysis based on empirical mode decomposition In: Papers.
[Full Text][Citation analysis]		paper2
2009The components of empirical multifractality in financial returns In: Papers.
[Full Text][Citation analysis]		paper84
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]		paper97
2009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2009) In: Swiss Finance Institute Research Paper Series.
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2010Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2010) In: Journal of Economic Behavior & Organization.
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Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.() In: Working Papers.
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2009Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices In: Papers.
[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.
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2010The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations In: Papers.
[Full Text][Citation analysis]		paper6
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]		paper62
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.
[Full Text][Citation analysis]		paper5
2010Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2010Recurrence interval analysis of trading volumes In: Papers.
[Full Text][Citation analysis]		paper9
2010Order flow dynamics around extreme price changes on an emerging stock market In: Papers.
[Full Text][Citation analysis]		paper14
2010Complex stock trading network among investors In: Papers.
[Full Text][Citation analysis]		paper35
2010Complex stock trading network among investors.(2010) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]		paper5
2010Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant In: Papers.
[Full Text][Citation analysis]		paper21
2011Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant.(2011) In: Physica A: Statistical Mechanics and its Applications.
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2011The US stock market leads the Federal funds rate and Treasury bond yields In: Papers.
[Full Text][Citation analysis]		paper20
2011The US stock market leads the Federal funds rate and Treasury bond yields.(2011) In: Swiss Finance Institute Research Paper Series.
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2011The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields.(2011) In: PLOS ONE.
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2011Analysis of trade packages in Chinese stock market In: Papers.
[Full Text][Citation analysis]		paper6
2013Analysis of trade packages in the Chinese stock market.(2013) In: Quantitative Finance.
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2011Multifractal detrending moving average cross-correlation analysis In: Papers.
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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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Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts.() In: Working Papers.
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2013Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model In: Papers.
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2011Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model.(2011) In: Swiss Finance Institute Research Paper Series.
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Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model.() In: Working Papers.
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2013The position profiles of order cancellations in an emerging stock market In: Papers.
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2012Random matrix approach to the dynamics of stock inventory variations In: Papers.
[Full Text][Citation analysis]		paper3
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]		paper17
2012Determinants of immediate price impacts at the trade level in an emerging order-driven market In: Papers.
[Full Text][Citation analysis]		paper6
2012Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series In: Papers.
[Full Text][Citation analysis]		paper38
2012Testing the weak-form efficiency of the WTI crude oil futures market In: Papers.
[Full Text][Citation analysis]		paper44
2014Testing the weak-form efficiency of the WTI crude oil futures market.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2012Extreme value statistics and recurrence intervals of NYMEX energy futures volatility In: Papers.
[Full Text][Citation analysis]		paper15
2014Extreme value statistics and recurrence intervals of NYMEX energy futures volatility.(2014) In: Economic Modelling.
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2012Trading networks, abnormal motifs and stock manipulation In: Papers.
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2013Systemic risk and spatiotemporal dynamics of the US housing market In: Papers.
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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.
[Full Text][Citation analysis]		paper3
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.
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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.
[Full Text][Citation analysis]		paper23
2016Correlation structure and principal components in the global crude oil market.(2016) In: Empirical Economics.
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2014Wealth share analysis with fundamentalist/chartist heterogeneous agents In: Papers.
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2014Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents.(2014) In: Abstract and Applied Analysis.
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2014Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents.(2014) In: Abstract and Applied Analysis.
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2018Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies In: Papers.
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2014Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies.(2014) In: Swiss Finance Institute Research Paper Series.
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2017Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies.(2017) In: Quantitative Finance.
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2015Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets In: Papers.
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2015Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets.(2015) In: PLOS ONE.
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2015Club Convergence of House Prices: Evidence from Chinas Ten Key Cities In: Papers.
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2015Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces In: Papers.
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2015Profitability of simple technical trading rules of Chinese stock exchange indexes In: Papers.
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2015Profitability of simple technical trading rules of Chinese stock exchange indexes.(2015) In: Physica A: Statistical Mechanics and its Applications.
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2015Testing the performance of technical trading rules in the Chinese market In: Papers.
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2015Profitability of contrarian strategies in the Chinese stock market In: Papers.
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2015Profitability of Contrarian Strategies in the Chinese Stock Market.(2015) In: PLOS ONE.
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2015Effects of polynomial trends on detrending moving average analysis In: Papers.
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2015Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets In: Papers.
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2016Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets.(2016) In: Quantitative Finance.
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2015Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application In: Papers.
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2016Market correlation structure changes around the Great Crash In: Papers.
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2017Limit-order book resiliency after effective market orders: Spread, depth and intensity In: Papers.
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2016Taylors Law of temporal fluctuation scaling in stock illiquidity In: Papers.
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2018Short term prediction of extreme returns based on the recurrence interval analysis.(2018) In: Quantitative Finance.
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2016Joint multifractal analysis based on wavelet leaders In: Papers.
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2016Time-varying return predictability in the Chinese stock market In: Papers.
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2016Immediate price impact of a stock and its warrant: Power-law or logarithmic model? In: Papers.
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2016Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks In: Papers.
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2017Time series momentum and contrarian effects in the Chinese stock market In: Papers.
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2017Time series momentum and contrarian effects in the Chinese stock market.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2021An empirical behavioral order-driven model with price limit rules.(2021) In: Financial Innovation.
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2017Power-law tails in the distribution of order imbalance In: Papers.
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2017Power-law tails in the distribution of order imbalance.(2017) In: Physica A: Statistical Mechanics and its Applications.
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