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Abstract Views |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 2000-2003 Real Estate Bubble in the UK but not in the USA |
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0 |
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27 |
0 |
0 |
0 |
91 |
| A case study of speculative financial bubbles in the South African stock market 2003-2006 |
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0 |
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17 |
0 |
0 |
2 |
62 |
| A global economic policy uncertainty index from principal component analysis |
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0 |
2 |
19 |
0 |
0 |
4 |
84 |
| An agent-based computational model for China's stock market and stock index futures market |
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0 |
0 |
52 |
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0 |
1 |
47 |
| An empirical behavioural order-driven model with price limit rules |
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0 |
0 |
31 |
1 |
2 |
2 |
59 |
| Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes |
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0 |
0 |
34 |
0 |
0 |
1 |
139 |
| Analysis of trade packages in Chinese stock market |
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0 |
0 |
37 |
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0 |
0 |
62 |
| Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change |
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0 |
0 |
11 |
0 |
0 |
1 |
76 |
| Antibubble and Prediction of China's stock market and Real-Estate |
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0 |
1 |
88 |
1 |
1 |
3 |
265 |
| Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles |
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0 |
1 |
108 |
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0 |
5 |
219 |
| Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles |
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0 |
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75 |
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0 |
1 |
267 |
| Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles |
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0 |
0 |
48 |
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0 |
1 |
207 |
| Bubble, Critical Zone and the Crash of Royal Ahold |
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0 |
0 |
6 |
0 |
0 |
2 |
49 |
| Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000 |
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0 |
0 |
14 |
0 |
0 |
0 |
48 |
| Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model |
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0 |
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25 |
0 |
1 |
1 |
99 |
| Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model |
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0 |
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12 |
0 |
0 |
0 |
80 |
| Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model |
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0 |
0 |
19 |
0 |
0 |
2 |
113 |
| Club Convergence of House Prices: Evidence from China's Ten Key Cities |
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0 |
0 |
21 |
0 |
1 |
3 |
55 |
| Comparative analysis of layered structures in empirical investor networks and cellphone communication networks |
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0 |
0 |
10 |
0 |
0 |
0 |
28 |
| Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series |
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0 |
0 |
15 |
0 |
0 |
0 |
52 |
| Complex stock trading network among investors |
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0 |
0 |
21 |
0 |
0 |
1 |
117 |
| Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns |
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0 |
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22 |
0 |
0 |
0 |
44 |
| Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change |
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1 |
3 |
3 |
0 |
2 |
4 |
4 |
| Correlation structure analysis of the global agricultural futures market |
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0 |
0 |
4 |
0 |
0 |
0 |
4 |
| Correlation structure and principal components in global crude oil market |
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0 |
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9 |
0 |
0 |
0 |
46 |
| Cross-shareholding networks and stock price synchronicity: Evidence from China |
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0 |
1 |
38 |
0 |
1 |
5 |
159 |
| Determinants of immediate price impacts at the trade level in an emerging order-driven market |
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0 |
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17 |
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0 |
0 |
43 |
| Detrended fluctuation analysis of intertrade durations |
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0 |
0 |
29 |
0 |
0 |
2 |
97 |
| Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces |
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0 |
0 |
85 |
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0 |
1 |
178 |
| Detrending moving average algorithm for multifractals |
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0 |
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79 |
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0 |
2 |
220 |
| Direct determination approach for the multifractal detrending moving average analysis |
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0 |
1 |
10 |
1 |
1 |
2 |
20 |
| Direct evidence for inversion formula in multifractal financial volatility measure |
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0 |
0 |
13 |
1 |
1 |
1 |
43 |
| Dynamic evolution of cross-correlations in the Chinese stock market |
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30 |
0 |
1 |
1 |
32 |
| Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets |
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0 |
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31 |
0 |
0 |
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60 |
| Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations |
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0 |
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13 |
0 |
0 |
1 |
55 |
| Effects of polynomial trends on detrending moving average analysis |
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0 |
0 |
23 |
0 |
0 |
1 |
33 |
| Emergence of long memory in stock volatility from a modified Mike-Farmer model |
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14 |
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1 |
59 |
| Empirical distributions of Chinese stock returns at different microscopic timescales |
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7 |
0 |
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2 |
53 |
| Empirical properties of inter-cancellation durations in the Chinese stock market |
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13 |
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16 |
| Empirical regularities of opening call auction in Chinese stock market |
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0 |
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14 |
0 |
0 |
0 |
95 |
| Empirical regularities of order placement in the Chinese stock market |
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0 |
0 |
5 |
0 |
0 |
1 |
40 |
| Empirical shape function of limit-order books in the Chinese stock market |
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0 |
0 |
26 |
1 |
2 |
3 |
101 |
| Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market |
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0 |
0 |
4 |
0 |
0 |
1 |
44 |
| Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market |
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0 |
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12 |
0 |
0 |
1 |
82 |
| Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000 |
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0 |
0 |
28 |
0 |
0 |
0 |
142 |
| Evolution of worldwide stock markets, correlation structure and correlation based graphs |
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0 |
0 |
45 |
0 |
0 |
1 |
144 |
| Evolving efficiency and robustness of global oil trade networks |
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0 |
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5 |
0 |
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2 |
37 |
| Extreme value statistics and recurrence intervals of NYMEX energy futures volatility |
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23 |
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0 |
2 |
44 |
| Finite-Time Singularity Signature of Hyperinflation |
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0 |
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30 |
0 |
0 |
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161 |
| Finite-size effect and the components of multifractality in financial volatility |
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0 |
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23 |
0 |
0 |
1 |
86 |
| Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction |
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0 |
0 |
21 |
0 |
0 |
0 |
83 |
| Hierarchical contagions in the interdependent financial network |
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0 |
0 |
25 |
1 |
1 |
3 |
29 |
| Hierarchical contagions in the interdependent financial network |
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0 |
0 |
10 |
0 |
0 |
1 |
23 |
| Hierarchical contagions in the interdependent financial network |
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0 |
0 |
10 |
2 |
2 |
2 |
37 |
| Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market |
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0 |
0 |
18 |
0 |
0 |
1 |
28 |
| How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method |
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0 |
0 |
3 |
0 |
1 |
2 |
14 |
| Immediate price impact of a stock and its warrant: Power-law or logarithmic model? |
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0 |
1 |
17 |
1 |
3 |
10 |
57 |
| Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks |
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0 |
1 |
22 |
0 |
0 |
1 |
5 |
| Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets |
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0 |
0 |
25 |
1 |
1 |
1 |
150 |
| Information flow networks of Chinese stock market sectors |
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0 |
0 |
7 |
0 |
1 |
4 |
32 |
| Information transfer between stock market sectors: A comparison between the USA and China |
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0 |
0 |
4 |
0 |
0 |
1 |
20 |
| Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks |
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0 |
0 |
20 |
0 |
0 |
1 |
84 |
| Inverse statistics in stock markets: Universality and idiosyncracy |
0 |
0 |
0 |
13 |
0 |
1 |
2 |
48 |
| Investment strategies used as spectroscopy of financial markets reveal new stylized facts |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
74 |
| Is There a Real-Estate Bubble in the US? |
0 |
0 |
0 |
52 |
1 |
1 |
2 |
166 |
| Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
54 |
| Joint multifractal analysis based on wavelet leaders |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
38 |
| Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties |
0 |
0 |
28 |
28 |
1 |
3 |
5 |
5 |
| Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates |
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0 |
2 |
32 |
0 |
1 |
4 |
89 |
| Limit-order book resiliency after effective market orders: Spread, depth and intensity |
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0 |
1 |
36 |
0 |
2 |
6 |
89 |
| Linear and nonlinear correlations in order aggressiveness of Chinese stocks |
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0 |
0 |
7 |
0 |
0 |
0 |
18 |
| Long-term correlations and multifractal analysis of trading volumes for Chinese stocks |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
64 |
| Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant |
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0 |
0 |
21 |
0 |
0 |
1 |
52 |
| Market correlation structure changes around the Great Crash |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
23 |
| Modeling aggressive market order placements with Hawkes factor models |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
17 |
| Modified detrended fluctuation analysis based on empirical mode decomposition |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
266 |
| Multifractal analysis of Chinese stock volatilities based on partition function approach |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
66 |
| Multifractal analysis of financial markets |
0 |
0 |
1 |
35 |
1 |
2 |
8 |
89 |
| Multifractal characteristics and return predictability in the Chinese stock markets |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
60 |
| Multifractal cross wavelet analysis |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
34 |
| Multifractal detrended cross-correlation analysis for two nonstationary signals |
0 |
0 |
2 |
56 |
0 |
1 |
5 |
203 |
| Multifractal detrending moving average cross-correlation analysis |
0 |
0 |
0 |
57 |
0 |
0 |
2 |
204 |
| Multifractality in stock indexes: Fact or fiction? |
0 |
0 |
1 |
9 |
0 |
1 |
3 |
46 |
| Multiscaling behavior in the volatility return intervals of Chinese indices |
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0 |
0 |
7 |
1 |
2 |
3 |
40 |
| Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks |
0 |
0 |
1 |
12 |
0 |
3 |
13 |
43 |
| Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
95 |
| Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
169 |
| Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
60 |
| Nonuniversal distributions of stock returns in an emerging market |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
50 |
| On the probability distribution of stock returns in the Mike-Farmer model |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
179 |
| Order flow dynamics around extreme price changes on an emerging stock market |
0 |
0 |
0 |
35 |
1 |
1 |
3 |
115 |
| Power-law tails in the distribution of order imbalance |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
21 |
| Predictability of large future changes in major financial indices |
1 |
1 |
1 |
32 |
1 |
1 |
2 |
124 |
| Predicting tail events in a RIA-EVT-Copula framework |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
26 |
| Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
68 |
| Profitability of contrarian strategies in the Chinese stock market |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
85 |
| Profitability of simple technical trading rules of Chinese stock exchange indexes |
0 |
0 |
0 |
17 |
1 |
1 |
2 |
84 |
| Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature |
0 |
0 |
0 |
32 |
0 |
1 |
4 |
146 |
| Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
13 |
| Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict |
0 |
0 |
5 |
5 |
0 |
1 |
5 |
5 |
| Random matrix approach to the dynamics of stock inventory variations |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
34 |
| Reconstruction of international energy trade networks with given marginal data: A comparative analysis |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Recurrence interval analysis of high-frequency financial returns and its application to risk estimation |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
77 |
| Recurrence interval analysis of trading volumes |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
107 |
| Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
30 |
| Renormalization Group Analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of 5 crashes and Prediction |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
49 |
| Resilience of international oil trade networks under extreme event shock-recovery simulations |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
7 |
| Risk spillovers between the BRICS and the U.S. staple grain futures markets |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
5 |
| Scale invariant multiplier and multifractality of absolute returns in stock markets |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
30 |
| Scaling and memory in the non-poisson process of limit order cancelation |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
94 |
| Scaling and memory in the return intervals of realized volatility |
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0 |
0 |
27 |
1 |
1 |
2 |
75 |
| Scaling in the distribution of intertrade durations of Chinese stocks |
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0 |
0 |
4 |
0 |
0 |
10 |
86 |
| Sector connectedness in the Chinese stock markets |
0 |
0 |
1 |
38 |
0 |
0 |
5 |
69 |
| Self-fulfilling Ising Model of Financial Markets |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
96 |
| Short term prediction of extreme returns based on the recurrence interval analysis |
0 |
0 |
0 |
33 |
1 |
2 |
4 |
75 |
| Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets |
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0 |
0 |
10 |
0 |
1 |
1 |
64 |
| Statistical properties of daily ensemble variables in the Chinese stock markets |
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0 |
0 |
6 |
0 |
0 |
1 |
20 |
| Statistical properties of volatility return intervals of Chinese stocks |
1 |
1 |
1 |
5 |
1 |
1 |
2 |
34 |
| Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
60 |
| Strategies used as spectroscopy of financial markets reveal new stylized facts |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
47 |
| Stylized facts of price gaps in limit order books: Evidence from Chinese stocks |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
63 |
| Superfamily classification of nonstationary time series based on DFA scaling exponents |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
86 |
| Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies |
0 |
0 |
1 |
22 |
0 |
1 |
3 |
33 |
| Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies |
0 |
0 |
2 |
11 |
1 |
2 |
5 |
99 |
| Systemic risk and spatiotemporal dynamics of the US housing market |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
43 |
| Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
7 |
| Taylor's Law of temporal fluctuation scaling in stock illiquidity |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
36 |
| Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
7 |
| Testing the Stability of the 2000-2003 US Stock Market "Antibubble" |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
46 |
| Testing the performance of technical trading rules in the Chinese market |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
61 |
| Testing the weak-form efficiency of the WTI crude oil futures market |
0 |
0 |
0 |
66 |
0 |
0 |
2 |
87 |
| The 2006-2008 Oil Bubble and Beyond |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
71 |
| The Chinese Equity Bubble: Ready to Burst |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
140 |
| The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
176 |
| The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations |
0 |
0 |
0 |
214 |
0 |
1 |
2 |
456 |
| The US 2000-2002 Market Descent: How Much Longer and Deeper? |
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0 |
0 |
20 |
0 |
0 |
0 |
63 |
| The US 2000-2003 Market Descent: Clarifications |
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0 |
0 |
4 |
0 |
0 |
0 |
31 |
| The US stock market leads the Federal funds rate and Treasury bond yields |
0 |
0 |
1 |
13 |
0 |
2 |
3 |
101 |
| The US stock market leads the Federal funds rate and Treasury bond yields |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
114 |
| The components of empirical multifractality in financial returns |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
93 |
| The cooling-off effect of price limits in the Chinese stock markets |
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0 |
1 |
14 |
0 |
1 |
5 |
38 |
| The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model |
1 |
2 |
13 |
13 |
3 |
5 |
20 |
20 |
| The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
6 |
| The position profiles of order cancellations in an emerging stock market |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
63 |
| The resilience of China's financial markets: With a focus on the impact of its climate policy uncertainty |
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1 |
6 |
6 |
2 |
9 |
16 |
16 |
| The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model |
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0 |
0 |
16 |
0 |
0 |
2 |
44 |
| Time series momentum and contrarian effects in the Chinese stock market |
0 |
0 |
0 |
32 |
2 |
3 |
4 |
94 |
| Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates |
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0 |
0 |
16 |
0 |
0 |
1 |
50 |
| Time-varying return predictability in the Chinese stock market |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
43 |
| Trading networks, abnormal motifs and stock manipulation |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
57 |
| Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets |
0 |
1 |
9 |
9 |
2 |
4 |
12 |
12 |
| Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
140 |
| Universal price impact functions of individual trades in an order-driven market |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
192 |
| Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
29 |
| Visibility graph analysis of economy policy uncertainty indices |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
28 |
| Visibility graph analysis of the grains and oilseeds indices |
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0 |
0 |
7 |
1 |
3 |
6 |
11 |
| Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
49 |
| Wealth share analysis with "fundamentalist/chartist" heterogeneous agents |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
26 |
| Total Working Papers |
3 |
7 |
93 |
3,748 |
39 |
96 |
336 |
11,744 |
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