Access Statistics for Wei-Xing Zhou

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2000-2003 Real Estate Bubble in the UK but not in the USA 0 0 2 26 1 1 4 86
A case study of speculative financial bubbles in the South African stock market 2003-2006 0 0 1 17 0 2 10 56
A global economic policy uncertainty index from principal component analysis 1 2 9 10 3 11 33 35
An agent-based computational model for China's stock market and stock index futures market 0 1 2 50 0 1 5 38
An empirical behavioural order-driven model with price limit rules 0 0 1 29 1 5 11 34
Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes 0 0 0 34 1 1 8 132
Analysis of trade packages in Chinese stock market 0 0 0 37 0 0 3 60
Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change 0 0 0 10 2 2 2 70
Antibubble and Prediction of China's stock market and Real-Estate 0 0 1 83 2 6 14 253
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles 0 0 0 46 1 1 6 193
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles 0 0 1 107 0 0 4 208
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles 0 0 1 73 2 4 15 254
Bubble, Critical Zone and the Crash of Royal Ahold 0 0 0 6 0 0 3 41
Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000 0 0 0 12 0 0 5 45
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model 0 0 0 22 0 2 4 85
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model 0 0 1 11 1 1 13 73
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model 1 1 2 11 1 2 17 69
Club Convergence of House Prices: Evidence from China's Ten Key Cities 0 0 0 19 0 0 2 39
Comparative analysis of layered structures in empirical investor networks and cellphone communication networks 0 0 2 6 1 1 11 12
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series 0 0 1 14 1 1 4 47
Complex stock trading network among investors 0 0 0 21 0 0 2 109
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns 0 0 0 22 0 1 6 37
Correlation structure and principal components in global crude oil market 0 0 0 7 1 2 7 40
Cross-shareholding networks and stock price synchronicity: Evidence from China 0 1 13 30 3 12 62 79
Determinants of immediate price impacts at the trade level in an emerging order-driven market 0 0 0 17 1 1 2 42
Detrended fluctuation analysis of intertrade durations 0 0 0 29 0 0 1 92
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces 0 0 0 85 0 2 7 172
Detrending moving average algorithm for multifractals 0 0 3 76 0 1 8 200
Direct determination approach for the multifractal detrending moving average analysis 0 0 2 9 1 1 8 14
Direct evidence for inversion formula in multifractal financial volatility measure 0 0 0 12 0 0 2 40
Dynamic evolution of cross-correlations in the Chinese stock market 0 0 0 26 1 1 4 24
Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets 0 0 0 30 1 1 5 54
Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations 0 0 1 13 0 0 2 52
Effects of polynomial trends on detrending moving average analysis 0 0 0 23 0 0 2 30
Emergence of long memory in stock volatility from a modified Mike-Farmer model 0 0 0 14 3 3 7 53
Empirical distributions of Chinese stock returns at different microscopic timescales 0 0 1 6 3 4 8 45
Empirical properties of inter-cancellation durations in the Chinese stock market 0 0 0 12 0 0 2 14
Empirical regularities of opening call auction in Chinese stock market 0 0 0 14 0 0 4 93
Empirical regularities of order placement in the Chinese stock market 0 0 0 5 0 0 2 37
Empirical shape function of limit-order books in the Chinese stock market 0 0 0 25 0 0 1 92
Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market 0 0 0 4 0 0 1 42
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 0 0 0 11 0 1 4 77
Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000 0 0 0 27 0 0 5 139
Evolution of worldwide stock markets, correlation structure and correlation based graphs 0 0 1 42 1 1 7 125
Evolving efficiency and robustness of global oil trade networks 0 0 1 1 4 6 7 7
Extreme value statistics and recurrence intervals of NYMEX energy futures volatility 0 0 0 23 0 0 2 39
Finite-Time Singularity Signature of Hyperinflation 0 0 0 29 0 3 8 121
Finite-size effect and the components of multifractality in financial volatility 0 0 0 22 0 0 1 83
Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction 0 0 0 18 0 1 5 75
Immediate price impact of a stock and its warrant: Power-law or logarithmic model? 0 0 0 16 0 0 2 29
Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets 0 0 1 23 0 0 8 132
Information flow networks of Chinese stock market sectors 0 1 3 3 2 4 6 6
Information transfer between stock market sectors: A comparison between the USA and China 0 0 2 2 1 2 3 3
Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks 0 0 0 19 0 0 1 77
Inverse statistics in stock markets: Universality and idiosyncracy 0 0 0 12 0 0 2 41
Investment strategies used as spectroscopy of financial markets reveal new stylized facts 0 1 2 9 0 2 7 71
Is There a Real-Estate Bubble in the US? 0 1 2 51 0 7 11 155
Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application 0 0 0 10 0 0 2 42
Joint multifractal analysis based on wavelet leaders 0 1 1 29 2 3 7 33
Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates 0 0 0 27 0 0 2 74
Limit-order book resiliency after effective market orders: Spread, depth and intensity 0 0 0 30 0 0 5 55
Linear and nonlinear correlations in order aggressiveness of Chinese stocks 0 0 0 6 0 0 1 10
Long-term correlations and multifractal analysis of trading volumes for Chinese stocks 0 0 0 23 0 1 1 60
Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant 0 0 0 21 0 0 2 51
Market correlation structure changes around the Great Crash 0 0 0 16 1 1 5 19
Modeling aggressive market order placements with Hawkes factor models 0 0 1 5 0 1 5 8
Modified detrended fluctuation analysis based on empirical mode decomposition 0 0 0 90 0 0 2 264
Multifractal analysis of Chinese stock volatilities based on partition function approach 0 0 0 20 0 0 3 59
Multifractal analysis of financial markets 0 2 7 28 1 5 22 42
Multifractal characteristics and return predictability in the Chinese stock markets 0 0 0 23 0 3 11 42
Multifractal cross wavelet analysis 0 0 0 14 0 0 8 31
Multifractal detrended cross-correlation analysis for two nonstationary signals 0 1 5 43 1 6 20 144
Multifractal detrending moving average cross-correlation analysis 0 0 0 54 0 0 10 181
Multifractality in stock indexes: Fact or fiction? 0 0 0 8 0 0 3 36
Multiscaling behavior in the volatility return intervals of Chinese indices 0 0 0 5 0 0 1 34
Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks 0 0 0 11 0 0 5 23
Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes 0 0 0 37 0 0 3 91
Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method 0 1 2 42 0 2 8 149
Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests 0 0 0 8 1 1 5 46
Nonuniversal distributions of stock returns in an emerging market 0 0 0 9 0 0 0 49
On the probability distribution of stock returns in the Mike-Farmer model 0 0 0 21 1 1 5 170
Order flow dynamics around extreme price changes on an emerging stock market 0 0 0 33 1 1 2 109
Power-law tails in the distribution of order imbalance 0 0 0 1 1 1 9 17
Predictability of large future changes in major financial indices 0 0 0 30 0 0 4 116
Predicting tail events in a RIA-EVT-Copula framework 0 0 17 17 3 5 11 11
Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market 0 0 0 17 0 0 1 65
Profitability of contrarian strategies in the Chinese stock market 0 0 1 29 2 7 11 64
Profitability of simple technical trading rules of Chinese stock exchange indexes 0 0 1 16 0 0 18 73
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 0 2 136
Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks 0 0 1 18 0 0 2 12
Random matrix approach to the dynamics of stock inventory variations 0 0 0 4 0 0 1 27
Recurrence interval analysis of high-frequency financial returns and its application to risk estimation 0 0 0 21 0 0 1 74
Recurrence interval analysis of trading volumes 0 0 0 17 0 0 2 100
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index 0 0 0 6 0 0 1 28
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 14 0 0 2 45
Scale invariant multiplier and multifractality of absolute returns in stock markets 0 0 0 6 0 0 2 27
Scaling and memory in the non-poisson process of limit order cancelation 0 0 0 19 0 0 0 92
Scaling and memory in the return intervals of realized volatility 0 0 0 26 1 2 4 68
Scaling in the distribution of intertrade durations of Chinese stocks 0 0 0 4 3 3 5 53
Sector connectedness in the Chinese stock markets 0 2 29 29 2 8 22 22
Self-fulfilling Ising Model of Financial Markets 0 0 0 44 0 0 2 86
Short term prediction of extreme returns based on the recurrence interval analysis 0 1 2 32 2 3 9 56
Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets 0 0 0 10 0 0 4 23
Statistical properties of daily ensemble variables in the Chinese stock markets 0 0 0 6 0 0 0 19
Statistical properties of volatility return intervals of Chinese stocks 0 0 0 4 1 1 3 31
Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts 0 0 0 5 0 1 5 53
Strategies used as spectroscopy of financial markets reveal new stylized facts 0 0 1 8 0 0 4 43
Stylized facts of price gaps in limit order books: Evidence from Chinese stocks 0 0 0 28 0 0 2 56
Superfamily classification of nonstationary time series based on DFA scaling exponents 0 0 0 17 0 0 1 81
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 0 21 0 1 3 15
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 1 2 7 1 4 19 64
Systemic risk and spatiotemporal dynamics of the US housing market 0 0 0 16 0 1 3 37
Taylor's Law of temporal fluctuation scaling in stock illiquidity 0 0 0 3 0 0 4 18
Testing the Stability of the 2000-2003 US Stock Market "Antibubble" 0 0 0 9 0 0 3 42
Testing the performance of technical trading rules in the Chinese market 0 0 0 17 0 0 10 57
Testing the weak-form efficiency of the WTI crude oil futures market 0 0 1 65 0 2 7 73
The 2006-2008 Oil Bubble and Beyond 0 0 0 28 2 2 3 64
The Chinese Equity Bubble: Ready to Burst 0 0 1 39 1 1 3 129
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document 0 0 0 76 0 0 1 171
The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations 0 0 0 214 3 5 7 446
The US 2000-2002 Market Descent: How Much Longer and Deeper? 0 0 0 20 1 2 5 59
The US 2000-2003 Market Descent: Clarifications 0 0 0 4 0 0 3 28
The US stock market leads the Federal funds rate and Treasury bond yields 0 0 0 70 2 2 5 108
The US stock market leads the Federal funds rate and Treasury bond yields 0 0 0 11 1 2 10 85
The components of empirical multifractality in financial returns 0 0 0 27 0 1 3 88
The cooling-off effect of price limits in the Chinese stock markets 1 1 1 13 2 2 7 19
The position profiles of order cancellations in an emerging stock market 0 0 0 16 3 3 7 55
Time series momentum and contrarian effects in the Chinese stock market 0 0 0 27 0 1 7 71
Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates 1 1 2 14 2 8 19 32
Time-varying return predictability in the Chinese stock market 0 1 1 14 0 1 4 31
Trading networks, abnormal motifs and stock manipulation 0 0 1 12 1 2 7 47
Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices 0 0 0 33 0 0 0 138
Universal price impact functions of individual trades in an order-driven market 1 1 1 47 3 3 8 189
Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant 0 0 0 16 1 1 1 21
Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets 0 0 1 4 0 2 10 35
Wealth share analysis with "fundamentalist/chartist" heterogeneous agents 0 0 1 6 1 2 5 19
Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market 0 0 15 15 0 0 15 15
Total Working Papers 5 21 151 3,328 86 201 841 9,827


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
2000–2003 real estate bubble in the UK but not in the USA 0 0 1 10 0 1 11 56
A case study of speculative financial bubbles in the South African stock market 2003–2006 0 1 4 7 0 4 10 45
A weekly sentiment index and the cross-section of stock returns 1 3 7 9 1 4 17 26
Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices 0 0 0 4 0 0 6 31
Analysis of trade packages in the Chinese stock market 0 0 0 3 0 0 0 15
Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change 0 0 0 1 0 0 2 10
Antibubble and prediction of China's stock market and real-estate 0 0 0 4 0 2 7 60
Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles 0 0 3 83 0 0 19 316
Bubble, critical zone and the crash of Royal Ahold 0 0 0 4 0 0 0 20
Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000 0 0 1 2 0 0 9 27
Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model 0 0 0 17 1 1 8 73
Comparing selection strategies for engineering research hotspots 0 0 0 0 0 0 1 1
Complex stock trading network among investors 0 0 0 6 0 1 3 43
Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns 0 0 0 1 0 1 4 16
Correlation structure and principal components in the global crude oil market 0 0 0 5 1 1 10 41
Detrended fluctuation analysis of intertrade durations 0 0 0 3 0 2 4 48
Dynamic Evolution of Cross-Correlations in the Chinese Stock Market 0 0 0 0 0 0 0 0
Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets 0 0 0 1 0 0 2 7
Empirical distributions of Chinese stock returns at different microscopic timescales 0 0 0 4 2 2 3 30
Empirical regularities of opening call auction in Chinese stock market 0 0 0 4 0 0 6 24
Empirical regularities of order placement in the Chinese stock market 0 0 0 0 0 0 0 23
Empirical shape function of limit-order books in the Chinese stock market 0 0 0 1 0 0 3 38
Endogenous and exogenous dynamics in the fluctuations of capital fluxes 0 0 0 0 0 0 1 20
Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 0 0 1 8 0 2 9 45
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 0 0 2 7 0 0 10 37
Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling 0 0 0 3 0 0 0 42
Exponentially decayed double power-law distribution of Bitcoin trade sizes 0 0 0 0 0 1 4 4
Extreme value statistics and recurrence intervals of NYMEX energy futures volatility 0 0 1 5 0 0 5 49
Finite-time singularity signature of hyperinflation 0 0 1 7 0 0 5 37
Fundamental factors versus herding in the 2000–2005 US stock market and prediction 0 0 1 8 0 5 9 30
Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm 0 0 0 5 0 0 2 31
Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index 0 1 1 3 0 1 3 24
Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets 0 0 0 1 1 1 5 23
Inverse statistics in stock markets: Universality and idiosyncracy 0 0 0 0 0 0 4 16
Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts 0 0 0 0 0 0 0 0
Is there a real-estate bubble in the US? 0 0 2 27 0 4 15 101
Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates 0 0 2 2 0 0 4 16
Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant 0 0 0 3 0 0 4 20
Modeling aggressive market order placements with Hawkes factor models 1 1 1 1 2 2 2 2
Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes 0 3 5 9 0 4 18 61
Multifractal analysis of Chinese stock volatilities based on the partition function approach 0 0 0 3 1 1 4 32
Multifractality in stock indexes: Fact or Fiction? 0 0 0 0 0 0 2 24
NEW EVIDENCE OF DISCRETE SCALE INVARIANCE IN THE ENERGY DISSIPATION OF THREE-DIMENSIONAL TURBULENCE: CORRELATION APPROACH AND DIRECT SPECTRAL DETECTION 0 0 0 0 0 0 0 0
NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES 0 0 0 0 0 0 4 4
News coverage and portfolio returns: Evidence from China 1 2 2 2 4 7 8 8
Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data 0 0 1 29 0 0 10 106
Non-parametric determination of real-time lag structure between two time series: the 'optimal thermal causal path' method 0 0 0 83 0 1 4 383
Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests 0 0 0 5 0 2 4 22
Numerical investigations of discrete scale invariance in fractals and multifractal measures 0 0 0 1 0 0 2 17
On the growth of primary industry and population of China’s counties 0 0 0 0 0 0 2 12
On the probability distribution of stock returns in the Mike-Farmer model 0 0 0 2 1 1 1 20
On the properties of random multiplicative measures with the multipliers exponentially distributed 0 0 0 0 0 0 3 8
Order imbalances and market efficiency: New evidence from the Chinese stock market 0 0 1 1 2 3 12 17
Power-law tails in the distribution of order imbalance 0 0 0 1 0 0 3 9
Predictability of large future changes in major financial indices 0 0 1 66 0 2 10 174
Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market 1 1 1 4 1 1 2 14
Profitability of Contrarian Strategies in the Chinese Stock Market 0 0 0 0 0 0 0 0
Profitability of simple technical trading rules of Chinese stock exchange indexes 0 0 0 4 0 1 13 32
Quantifying bid-ask spreads in the Chinese stock market using limit-order book data 0 0 0 3 1 1 4 26
R/S method for unevenly sampled time series: Application to detecting long-term temporal dependence of droplets transiting through a fixed spatial point in gas–liquid two-phase turbulent jets 0 0 0 1 0 0 2 12
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index 0 0 0 0 0 0 5 21
Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction 0 1 1 2 0 1 4 24
STATISTICAL SIGNIFICANCE OF PERIODICITY AND LOG-PERIODICITY WITH HEAVY-TAILED CORRELATED NOISE 0 0 0 0 0 0 5 5
Scale invariant distribution and multifractality of volatility multipliers in stock markets 0 0 1 1 2 3 5 23
Scaling and memory in the non-Poisson process of limit order cancelation 0 0 0 1 1 2 6 20
Scaling and memory in the return intervals of realized volatility 0 0 0 1 0 0 2 15
Scaling in the distribution of intertrade durations of Chinese stocks 0 0 0 0 0 0 2 17
Self-organizing Ising model of financial markets 0 0 1 16 1 1 4 43
Short term prediction of extreme returns based on the recurrence interval analysis 0 0 1 3 2 6 12 30
Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets 0 0 0 0 0 0 2 2
Statistical properties of daily ensemble variables in the Chinese stock markets 0 0 0 1 0 0 2 30
Statistical properties of online avatar numbers in a massive multiplayer online role-playing game 0 0 0 7 1 1 13 45
Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence 0 0 0 2 0 0 8 26
Statistical properties of volatility return intervals of Chinese stocks 0 0 0 1 0 2 4 28
Statistical properties of world investment networks 0 0 0 1 0 0 2 18
Structural properties of statistically validated empirical information networks 0 1 2 2 1 2 6 6
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 3 1 3 13 20
Tail dependence networks of global stock markets 1 2 8 8 2 7 22 28
Temporal and spatial correlation patterns of air pollutants in Chinese cities 0 0 0 0 0 0 1 1
Testing the performance of technical trading rules in the Chinese markets based on superior predictive test 0 0 1 4 2 2 7 30
Testing the stability of the 2000 US stock market “antibubble” 0 0 0 6 0 0 3 21
Testing the weak-form efficiency of the WTI crude oil futures market 0 0 0 10 1 2 15 51
The 2006–2008 oil bubble: Evidence of speculation, and prediction 0 1 2 21 0 1 6 73
The US 2000-2002 market descent: How much longer and deeper? 0 0 1 37 1 1 3 151
The US 2000-2002 market descent: clarification 0 0 0 0 0 0 4 13
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields 0 0 0 0 1 1 2 2
The cooling-off effect of price limits in the Chinese stock markets 0 0 0 1 0 0 7 15
Time series momentum and contrarian effects in the Chinese stock market 0 0 0 2 0 0 8 16
Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates 0 0 0 3 0 3 8 39
Universal price impact functions of individual trades in an order-driven market 0 0 0 6 0 0 4 29
Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant 0 0 0 1 0 0 4 21
Visibility graph analysis of economy policy uncertainty indices 0 0 0 0 1 1 1 1
Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets 0 0 0 2 1 2 7 12
Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents 0 0 0 0 0 0 0 0
Total Journal Articles 5 17 59 605 36 100 512 3,304


Statistics updated 2020-09-04