成果/Result
- Interconnectedness and systemic risk of China's financial institutions被引量：182收藏
- 作者：Wang, Gang-Jin Jiang, Zhi-Qiang Lin, Min Xie, Chi Stanley, H. Eugene
- 机构：Hunan Univ;Hunan Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;Sichuan Normal Univ
- 来源：EMERGING MARKETS REVIEW 2018
- 关键词：Systemic risk Interconnectedness Financial crisis Financial regulation Financial institutions CoVaR
- Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles被引量：152收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing Sornette, Didier Woodard, Ryan Bastiaensen, Ken Cauwels, Peter
- 机构：Swiss Fed Inst Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Univ Geneva
- 来源：JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION 2010
- 关键词：Stock market crash Financial bubble Chinese markets Rational expectation bubble Herding Log-periodic power law Lomb spectral analysis Unit-root test
- Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?被引量：84收藏
- 作者：Wang, Gang-Jin Xie, Chi Zhao, Longfeng Jiang, Zhi-Qiang
- 机构：Hunan Univ;Hunan Univ;Xian Polytech Univ;Hua Zhong Cent China Normal Univ;Hua Zhong Cent China Normal Univ
- 来源：JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2018
- 关键词：Volatility spillovers Connectedness Commercial banks Chinese banking system Financial regulation Financial network
- Systemic risk and spatiotemporal dynamics of the US housing market被引量：83收藏
- 作者：Meng, Hao Xie, Wen-Jie Jiang, Zhi-Qiang Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ
- 来源：SCIENTIFIC REPORTS 2014
- Emergence of long memory in stock volatility from a modified Mike-Farmer model被引量：81收藏
- 作者：Gu, Gao-Feng Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci;E China Univ Sci & Technol
- 来源：EPL 2009
- Empirical distributions of Chinese stock returns at different microscopic timescales被引量：74收藏
- 作者：Gu, Gao-Feng Chen, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics probability distribution Chinese stocks ultra-high-frequency data order book and order flow inverse cubic law power-law tail
- Testing the weak-form efficiency of the WTI crude oil futures market被引量：74收藏
- 作者：Jiang, Zhi-Qiang Xie, Wen-Jie Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2014
- 关键词：Crude oil futures Weak-form efficiency Bootstrapping
- Universal price impact functions of individual trades in an order-driven market被引量：61收藏
- 作者：Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：QUANTITATIVE FINANCE 2012
- 关键词：Econophysics Price impact function Price-volume relation Scaling laws Data collapsing
- Scaling in the distribution of intertrade durations of Chinese stocks被引量：58收藏
- 作者：Jiang, Zhi-Qiang Chen, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：econophysics intertrade duration Weibull distribution q-exponential distribution scaling Chinese stock markets
- A global economic policy uncertainty index from principal component analysis被引量：56收藏
- 作者：Dai, Peng-Fei Xiong, Xiong Zhou, Wei-Xing
- 机构：Tianjin Univ;Tianjin Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：FINANCE RESEARCH LETTERS 2021
- 关键词：Econophysics Economic policy uncertainty Principal component analysis Volatility Correlation
- Complex stock trading network among investors被引量：54收藏
- 作者：Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Econophysics Limit order book Trade sizes Trading networks Power-law distribution
- Sector connectedness in the Chinese stock markets被引量：53收藏
- 作者：Shen, Ying-Ying Jiang, Zhi-Qiang Ma, Jun-Chao Wang, Gang-Jin Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Hunan Univ;Hunan Univ
- 来源：EMPIRICAL ECONOMICS 2022
- 关键词：Network connectedness Volatility spillovers Financial networks Stock market sectors Connectedness indexes G14 C51 C52
- A case study of speculative financial bubbles in the South African stock market 2003-2006被引量：51收藏
- 作者：Zhou, Wei-Xing Sornette, Didier
- 机构：ETH;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Financial bubble Super-exponential acceleration Log-periodicity Power-law singularity African common stocks
- Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant被引量：51收藏
- 作者：Ruan, Yong-Ping Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2011
- 关键词：Econophysics Stock and warrant Intertrade duration Correlation Multifractal analysis
- Statistical properties of world investment networks被引量：44收藏
- 作者：Song, Dong-Ming Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Complex networks World investment network Probability distribution Allometric scaling
- Detrended fluctuation analysis of intertrade durations被引量：44收藏
- 作者：Jiang, Zhi-Qiang Chen, Wei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Shenzhen Stock Exchange;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Intertrade duration Intraday pattern Long memory Multifractal nature
- Price-volume cross-correlation analysis of CSI300 index futures被引量：42收藏
- 作者：Wang, Dong-Hua Suo, Yuan-Yuan Yu, Xiao-Wen Lei, Man
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2013
- 关键词：Econophysics CSI300 index futures Cross-correlation Scaling analysis Multifractal analysis
- The lead-lag relationship between stock index and stock index futures: A thermal optimal path method被引量：41收藏
- 作者：Gong, Chen-Chen Ji, Shen-Dan Su, Li-Ling Li, Sai-Ping Ren, Fei
- 机构：E China Univ Sci & Technol;Acad Sinica;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2016
- 关键词：Econophysics Lead-lag relationship Stock markets
- Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market被引量：39收藏
- 作者：Mu, G. -H. Chen, W. Kertesz, J. Zhou, W. -X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;Budapest Univ Technol & Econ;Shenzhen Stock Exchange;Aalto Univ
- 来源：EUROPEAN PHYSICAL JOURNAL B 2009
- 关键词：Financial markets
- Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market被引量：38收藏
- 作者：Han, Rui-Qi Xie, Wen-Jie Xiong, Xiong Zhang, Wei Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Tianjin Univ;East China Univ Sci & Technol
- 来源：FLUCTUATION AND NOISE LETTERS 2017
- 关键词：Econophysics random matrix theory Partial correlation stock market financial crisis eigenvalue
- The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields被引量：35收藏
- 作者：Guo, Kun Zhou, Wei-Xing Cheng, Si-Wei Sornette, Didier
- 机构：Chinese Acad Sci;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;ETH
- 来源：PLOS ONE 2011
- Correlation between agricultural markets in dynamic perspective-Evidence from China and the US futures markets被引量：34收藏
- 作者：Jia, Rui-Lin Wang, Dong-Hua Tu, Jing-Qing Li, Sai-Ping
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Acad Sinica
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2016
- 关键词：Agricultural futures Lead-lag relationship Thermal optimal path method
- Visibility graph analysis of economy policy uncertainty indices被引量：33收藏
- 作者：Dai, Peng-Fei Xiong, Xiong Zhou, Wei-Xing
- 机构：Tianjin Univ;Tianjin Univ;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019
- 关键词：Econophysics Economic policy uncertainty Complex network Visibility graph
- Tests of nonuniversality of the stock return distributions in an emerging market被引量：33收藏
- 作者：Mu, Guo-Hua Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Chinese Acad Sci
- 来源：PHYSICAL REVIEW E 2010
- 关键词：Commerce - Time measurement - Probability distributions - Investments
- Temporal and spatial correlation patterns of air pollutants in Chinese cities被引量：33收藏
- 作者：Dai, Yue-Hua Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Washington State Univ;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PLOS ONE 2017
- Extreme value statistics and recurrence intervals of NYMEX energy futures volatility被引量：33收藏
- 作者：Xie, Wen-Jie Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：ECONOMIC MODELLING 2014
- 关键词：Extreme volatility Risk estimation Recurrence interval Distribution Memory
- Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies被引量：32收藏
- 作者：Meng, Hao Xu, Hai-Chuan Zhou, Wei-Xing Sornette, Didier
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Swiss Fed Inst Technol;Univ Geneva
- 来源：QUANTITATIVE FINANCE 2017
- 关键词：Lead-lag structure Symmetric thermal optimal path Statistical test Housing market Monetary policy
- Dynamic Evolution of Cross-Correlations in the Chinese Stock Market被引量：32收藏
- 作者：Ren, Fei Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PLOS ONE 2014
- Information Transfer between Stock Market Sectors: A Comparison between the USA and China被引量：30收藏
- 作者：Yue, Peng Fan, Yaodong Batten, Jonathan A. Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Univ Technol Sydney;Shanghai Univ Finance & Econ;Univ Utara Malaysia;East China Univ Sci & Technol
- 来源：ENTROPY 2020
- 关键词：information transfer transfer entropy stock markets econophysics
- Skill complementarity enhances heterophily in collaboration networks被引量：29收藏
- 作者：Xie, Wen-Jie Li, Ming-Xia Jiang, Zhi-Qiang Tan, Qun-Zhao Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Shanda Games Ltd
- 来源：SCIENTIFIC REPORTS 2016
