Wei-Xing Zhou : Citation Profile

Are you Wei-Xing Zhou?

East China University of Science and Technology

28

H index

71

i10 index

2854

Citations

RESEARCH PRODUCTION:

129

Articles

155

Papers

2

Books

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 124
   Journals where Wei-Xing Zhou has often published
   Relations with other researchers
   Recent citing documents: 156.    Total self citations: 148 (4.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzh846
   Updated: 2024-11-04    RAS profile: 2024-08-20    
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Relations with other researchers

Works with:

Barnett, William (5)

JAWADI, Fredj (4)

Wang, Gang-Jin (4)

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

Is cited by:

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. (59)

Mantegna, Rosario (41)

Gabaix, Xavier (29)

Fama, Eugene (24)

GUPTA, RANGAN (22)

Ji, Qiang (21)

Gabauer, David (20)

Yilmaz, Kamil (19)

Shahzad, Syed Jawad Hussain (19)

Diebold, Francis (19)

Brock, William (18)

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
The European Physical Journal B: Condensed Matter and Complex Systems7
Chaos, Solitons & Fractals7
PLOS ONE7
International Journal of Modern Physics C (IJMPC)4
Journal of Economic Behavior & Organization3
Empirical Economics3
Journal of International Financial Markets, Institutions and Money3
The North American Journal of Economics and Finance2
Emerging Markets Review2
Finance Research Letters2
Resources Policy2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org143
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 (2024 and 2023)

YearTitle of citing document
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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2023Precision measurement of the return distribution property of the Chinese stock market index. (2022). Zheng, Yanyan ; Liu, Peng. In: Papers. RePEc:arx:papers:2209.08521.

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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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2023Modeling and Simulation of Financial Returns under Non-Gaussian Distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Papers. RePEc:arx:papers:2302.02769.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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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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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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2023Riesgo financiero e incertidumbre en los mercados bursátiles en tiempo de covid-19: un análisis bibliométrico. (2023). Ramos, Housseman Steven. In: Revista Tendencias. RePEc:col:000520:021052.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2023The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16.

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2023Role of vaccine in fighting the variants of COVID-19. (2023). Shao, Wei ; Yang, Mengdie ; Wu, Xinpei ; Jiang, Wenjing ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000607.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model. (2023). Bianchi, Sergio ; Angelini, Daniele. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004514.

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2023Detrending moving-average cross-correlation based principal component analysis of air pollutant time series. (2023). Li, Dan ; Fan, Qingju ; Dong, Xiaofeng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004599.

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2023Stochastic resonance in the recovery of signal from agent price expectations. (2023). Bazarova, Alina ; Raseta, Marko ; Silver, Steven D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006197.

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2023Degree distributions and motif profiles of Thue–Morse complex network. (2023). Niu, Min ; Hu, Xiaohua. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010421.

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2023Quantifying the direct and indirect interactions for EEG signals by using detrended permutation mutual information. (2023). Lin, Aijing ; Ge, Xinlei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010573.

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2023Coupling correlation adaptive detrended analysis for multiple nonstationary series. (2023). Han, Guosheng ; Wang, Fang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011979.

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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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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001409.

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2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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2023Air pollution and gender imbalance in labor supply responses: Evidence from South Korea. (2023). Kim, Taejong ; Han, Ahram ; Wang, Shun ; Ten, Gi Khan. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001025.

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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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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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2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

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2023Dynamic analysis of natural gas substitution for crude oil: Scenario simulation and quantitative evaluation. (2023). Ding, Qinyi ; Pan, Lingying ; Yang, Weixin. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021588.

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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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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Systemic risk in non financial companies: Does governance matter?. (2023). Soana, Maria Gaia ; Cucinelli, Doriana. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001175.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Be greedy when others are fearful: Evidence from a two-decade assessment of the NDX 100 and S&P 500 indexes. (2023). Ni, Yensen ; Day, Min-Yuh. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003721.

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2023Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market. (2023). Yang, Jimmy J ; Chen, Yu-Lun ; Xu, KE. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300412x.

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2023Effects of mergers on network models of the financial system. (2023). Heckmann-Draisbach, Lotta ; Nevermann, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004477.

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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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2023Can bonds hedge stock market risks? Green bonds vs conventional bonds. (2023). Yoon, Seong-Min ; Nie, Siyue ; Xiong, Youlin ; Dong, Xiyong. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200544x.

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2023Price limit change and magnet effect: The role of investor attention. (2023). Li, Peigong ; Hao, Jing ; Zhang, Xiaotao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232200753x.

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2023Multifractal cross-correlations between green bonds and financial assets. (2023). Tabak, Benjamin M. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007796.

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2023Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees. (2023). Song, Jae Wook ; Cho, Younghwan. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232200784x.

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2023Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method. (2023). Huang, Qian ; Yang, Jie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300065x.

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2023Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices. (2023). Nie, Chun-Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001447.

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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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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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2023The interactive CNY-CNH relationship: A wavelet analysis. (2023). Cai, Xiaojing ; Gao, Xiang ; Tian, Shuairu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s026156062300030x.

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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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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

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2023Impact of international trade on crude oil in political unstable economies: Evidence from quantile regression. (2023). Zheng, Jiyuan ; Krishnan, Deepika ; Lan, Yueqin. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003951.

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2023Examining the impacts of implicit economic policy on urban environmental pollution: Unveiling pathways for sustainable recovery. (2023). Deng, Yue ; Liu, BO ; Tang, Run ; Hou, Yawei ; Zhou, Mengru ; Yang, YA. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007006.

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2023Modeling and assessing the robustness of the lithium global trade system against cascading failures. (2023). Zheng, Shuxian ; Wei, Jiangqiao ; Zhao, Pei ; Song, Hao ; Xing, Wanli ; Wang, Anjian ; Ma, Zhe. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005330.

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2023Asymmetric efficiency in petroleum markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009054.

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2023Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices Influence on Korean Short Selling Activities. (2023). Kim, Woo Chang ; Lee, Myounggu ; Choi, Insu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000847.

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2023Explosive behavior in the Chinese stock market: A sectoral analysis. (2023). Ferrer, Roman ; Yang, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001750.

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2023Corporate risk and financial asset holdings. (2023). Wang, Juan ; Mu, Yayu ; Xu, Xiaodong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001920.

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2023Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

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2023Correlation-based investment strategies: A comparison between Chinese and US stock markets. (2023). Liu, Jiajun ; Xing, Ruina ; Zhang, Zhehao ; Shao, Yifei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x2300238x.

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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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2023Multifractal characteristics of multiscale drought in the Yellow River Basin, China. (2023). Jiang, Shouzheng ; Zhao, LU ; Liang, Chuan ; Zhan, Cun ; Zhang, Yaling ; Niu, Kaijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008639.

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2023A local fitting based multifractal detrend fluctuation analysis method. (2023). Kim, Junseok ; Wu, Xinpei ; Huang, Menghao ; Wang, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000316.

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2023Approximate waiting times for queuing systems with variable long-term correlated arrival rates. (2023). Pyko, Svetlana A ; Markelov, Oleg A ; Kuzmenko, Alexander V ; Bogachev, Mikhail I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123000687.

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2023Dynamic correlation and risk resonance among industries of Chinese stock market: New evidence from time–frequency domain and complex network perspectives. (2023). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:614:y:2023:i:c:s0378437123001139.

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2023Asymmetric multifractal spectrum distribution based on detrending moving average cross-correlation analysis. (2023). Chen, Jiayi ; Shen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001140.

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2023Modeling and simulation of financial returns under non-Gaussian distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123004417.

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2023Horizontal visibility graphs mapped from multifractal trinomial measures. (2023). Niu, Min ; Hu, Xiaohua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006489.

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2023Identification of critical transportation cities in the multimodal transportation network of China. (2023). Zong, Huiming ; Shen, Jingwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s037843712300729x.

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2023Ranking influential and influenced stocks over time using transfer entropy networks. (2023). Figueiredo, Daniel Ratton ; de Paula, Jose. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s037843712300674x.

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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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2023Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks. (2023). Li, Sai-Ping ; Lu, Feng-Zhi ; Yang, Ming-Yuan ; Ren, Fei ; Chen, Zhang-Hangjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:295-305.

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

Works by Wei-Xing Zhou:

YearTitleTypeCited
2007Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes In: Papers.
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2008Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Multifractality in stock indexes: Fact or fiction? In: Papers.
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2008Multifractality in stock indexes: Fact or Fiction?.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests In: Papers.
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2008Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Universal price impact functions of individual trades in an order-driven market In: Papers.
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2012Universal price impact functions of individual trades in an order-driven market.(2012) In: Quantitative Finance.
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2007Empirical distributions of Chinese stock returns at different microscopic timescales In: Papers.
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2008Empirical distributions of Chinese stock returns at different microscopic timescales.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index In: Papers.
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2008Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2007Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks In: Papers.
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2007Empirical regularities of order placement in the Chinese stock market In: Papers.
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2008Empirical regularities of order placement in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Multifractal analysis of Chinese stock volatilities based on partition function approach In: Papers.
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2008Multifractal analysis of Chinese stock volatilities based on the partition function approach.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Direct evidence for inversion formula in multifractal financial volatility measure In: Papers.
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2008Empirical shape function of limit-order books in the Chinese stock market In: Papers.
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2008Empirical shape function of limit-order books in the Chinese stock market.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008Multifractal detrended cross-correlation analysis for two nonstationary signals In: Papers.
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2008Scaling in the distribution of intertrade durations of Chinese stocks In: Papers.
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2008Scaling in the distribution of intertrade durations of Chinese stocks.(2008) In: Physica A: Statistical Mechanics and its Applications.
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2008On the probability distribution of stock returns in the Mike-Farmer model In: Papers.
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2009On the probability distribution of stock returns in the Mike-Farmer model.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2008The 2006-2008 Oil Bubble and Beyond In: Papers.
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2008Detrended fluctuation analysis of intertrade durations In: Papers.
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2009Detrended fluctuation analysis of intertrade durations.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2008Statistical properties of volatility return intervals of Chinese stocks In: Papers.
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2009Statistical properties of volatility return intervals of Chinese stocks.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2009Emergence of long memory in stock volatility from a modified Mike-Farmer model In: Papers.
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2008Multiscaling behavior in the volatility return intervals of Chinese indices In: Papers.
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2008Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market In: Papers.
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2009Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market.(2009) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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2009Long-term correlations and multifractal analysis of trading volumes for Chinese stocks In: Papers.
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2009Scaling and memory in the return intervals of realized volatility In: Papers.
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2009Scaling and memory in the return intervals of realized volatility.(2009) In: Physica A: Statistical Mechanics and its Applications.
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2009Empirical regularities of opening call auction in Chinese stock market In: Papers.
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2010Empirical regularities of opening call auction in Chinese stock market.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2009The Chinese Equity Bubble: Ready to Burst In: Papers.
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2009Modified detrended fluctuation analysis based on empirical mode decomposition In: Papers.
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2009The components of empirical multifractality in financial returns In: Papers.
[Full Text][Citation analysis]		paper81
2009Recurrence interval analysis of high-frequency financial returns and its application to risk estimation In: Papers.
[Full Text][Citation analysis]		paper2
2009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles In: Papers.
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2009Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2009) In: Swiss Finance Institute Research Paper Series.
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2010Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.(2010) In: Journal of Economic Behavior & Organization.
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Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.() In: Working Papers.
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2009Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices In: Papers.
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2009Scaling and memory in the non-poisson process of limit order cancelation In: Papers.
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2010Scaling and memory in the non-Poisson process of limit order cancelation.(2010) In: Physica A: Statistical Mechanics and its Applications.
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2010The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations In: Papers.
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2009Superfamily classification of nonstationary time series based on DFA scaling exponents In: Papers.
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2009Finite-size effect and the components of multifractality in financial volatility In: Papers.
[Full Text][Citation analysis]		paper59
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.
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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]		paper33
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.
[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]		paper19
2011The US stock market leads the Federal funds rate and Treasury bond yields.(2011) In: Swiss Finance Institute Research Paper Series.
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2011The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields.(2011) In: PLOS ONE.
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2011Analysis of trade packages in Chinese stock market In: Papers.
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2013Analysis of trade packages in the Chinese stock market.(2013) In: Quantitative Finance.
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2011Multifractal detrending moving average cross-correlation analysis In: Papers.
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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.
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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.
[Full Text][Citation analysis]		paper16
2012Determinants of immediate price impacts at the trade level in an emerging order-driven market In: Papers.
[Full Text][Citation analysis]		paper5
2012Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series In: Papers.
[Full Text][Citation analysis]		paper36
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.
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2014Extreme value statistics and recurrence intervals of NYMEX energy futures volatility.(2014) In: Economic Modelling.
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2012Trading networks, abnormal motifs and stock manipulation In: Papers.
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2013Systemic risk and spatiotemporal dynamics of the US housing market In: Papers.
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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.
[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.
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2016Correlation structure and principal components in the global crude oil market.(2016) In: Empirical Economics.
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2014Wealth share analysis with fundamentalist/chartist heterogeneous agents In: Papers.
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2014Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents.(2014) In: Abstract and Applied Analysis.
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2018Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies In: Papers.
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2014Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies.(2014) In: Swiss Finance Institute Research Paper Series.
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2015Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets In: Papers.
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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 Contrarian Strategies in the Chinese Stock Market.(2015) In: PLOS ONE.
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2015Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets In: Papers.
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2016Taylors Law of temporal fluctuation scaling in stock illiquidity 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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2020Modeling aggressive market order placements with Hawkes factor models.(2020) In: PLOS ONE.
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