- An empirical behavioural order-driven model with price limit rules被引量：88收藏
- 作者：Gu, Gao-Feng Xiong, Xiong Xu, Hai-Chuan Zhang, Wei Zhang, Yong-Jie Chen, Wei Zhou, Wei-Xing
- 机构： Department of Finance; Research Center for Econophysics; College of Management and Economics; China Center for Social Computing and Analytics; Shenzhen Stock Exchange
- 来源：arXiv 2017
- 关键词：Commerce - Costs - Financial markets
- 质疑
- Linear and nonlinear correlations in order aggressiveness of Chinese stocks被引量：86收藏
- 作者：Yue, Peng Xu, Hai-Chuan Chen, Wei Xiong, Xiong Zhou, Wei-Xing
- 机构： School of Business; Research Center for Econophysics; Shenzhen Stock Exchange; College of Management and Economics; China Center for Social Computing and Analytics
- 来源：arXiv 2017
- 关键词：Commerce
- 质疑
- The Impact of External Uncertainties on the Extreme Return Connectedness between Food, Fossil Energy, and Clean Energy Markets被引量：71收藏
- 作者：Zhang, Ting Xu, Hai-Chuan Zhou, Wei-Xing
- 机构： School of Business; School of Business; Research Center for Econophysics; School of Mathematics
- 来源：SSRN 2025
- 关键词：Investments - Uncertainty analysis
- 质疑
- A direct determination approach for the multifractal detrending moving average analysis被引量：64收藏
- 作者：Xu, Hai-Chuan Gu, Gao-Feng Zhou, Wei-Xing
- 机构： Research Center for Econophysics; Department of Finance; School of Science
- 来源：arXiv 2019
- 关键词：Brownian movement - Machine learning
- 质疑
- Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates被引量：43收藏
- 作者：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;ETH;Univ Geneva
- 来源：JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 2017
- 关键词：Renminbi exchange rates Onshore and offshore markets Lead-lag structure Thermal optimal path
- 质疑
- Hierarchical contagions in the interdependent financial network被引量：41收藏
- 作者：Barnett, William A. Wang, Xue Xu, Hai-Chuan Zhou, Wei-Xing
- 机构： Department of Economics; Center for Financial Stability; Institute of Chinese Financial Studies; Department of Economics; Department of Finance
- 来源：arXiv 2021
- 质疑
- 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
- 质疑
- Direct determination approach for the multifractal detrending moving average analysis被引量：26收藏
- 作者：Xu, Hai-Chuan Gu, Gao-Feng Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：PHYSICAL REVIEW E 2017
- 关键词：Fractals - Financial markets
- 质疑
- 情绪指数与市场收益:纳入中国波指(iVX)的分析被引量：25收藏
- 作者：许海川 周炜星
- 机构：华东理工大学商学院
- 来源：《管理科学学报》 2018
- 关键词：中国股票市场 投资者情绪 波动率指数 市场收益
- 摘要：本文在Baker和Wurgler(2006,2007)研究框架的基础上,将中国波动率指数(iVX)作为一个新的情绪代理变量,结合传统的封闭式基金折价率、股票换手率和IPOs的数量等变量,运用主成分分析法构建了中国A股市场...
- 下载全文在线阅读质疑
- Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates被引量：24收藏
- 作者：Xu, Hai-Chuan Zhou, Wei-Xing Sornette, Didier
- 机构： Department of Finance; Postdoctoral Research Station; Department of Mathematics; Department of Management; Swiss Finance Institute
- 来源：arXiv 2018
- 关键词：Finance - Offshore oil well production
- 质疑
- A weekly sentiment index and the cross-section of stock returns被引量：23收藏
- 作者：Xu, Hai-Chuan Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：FINANCE RESEARCH LETTERS 2018
- 关键词：Investor sentiment Partial least squares Return predictability
- 质疑
- A Global Clock Model for the Consortium Blockchains被引量：20收藏
- 作者：Zan, Chao Xu, Hai-Chuan
- 机构： IT Department; Department of Finance; Research Center for Econophysics
- 来源：Communications in Computer and Information Science 2020
- 关键词：Mechanical clocks - Synchronization
- 质疑
- Limit-order book resiliency after effective market orders: spread, depth and intensity被引量：19收藏
- 作者：Xu, Hai-Chuan Chen, Wei Xiong, Xiong Zhang, Wei Zhou, Wei-Xing Stanley, H. Eugene
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Shenzhen Stock Exchange;Tianjin Univ;East China Univ Sci & Technol
- 来源：JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT 2017
- 关键词：market microstructure market impact quantitative finance scaling in socio-economic systems
- 质疑
- MULTIFRACTAL BEHAVIOR OF CRYPTOCURRENCIES BEFORE AND DURING COVID-19被引量：15收藏
- 作者：Shao, Ying-Hui Xu, Han Liu, Ying-Lin Xu, Hai-Chuan
- 机构：Shanghai Univ Int Business & Econ;Shanghai Univ Finance & Econ;East China Univ Sci & Technol
- 来源：FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY 2021
- 关键词：Cryptocurrency MFDFA COVID-19 Multifractality Generalized Hurst Exponent High-Frequency Data
- 质疑
- Reconstruction of international energy trade networks with given marginal data: A comparative analysis被引量：15收藏
- 作者：Xu, Hai-Chuan Wang, Zhi-Yuan Jawadi, Fredj Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;IAE Lille Univ
- 来源：CHAOS SOLITONS & FRACTALS 2023
- 关键词：Network reconstruction Energy trade network Comparative analysis Complex network
- 质疑
- Hierarchical contagions in the interdependent financial network被引量：15收藏
- 作者：Barnett, William A. Wang, Xue Xu, Hai-Chuan Zhou, Wei-Xing
- 机构：Univ Kansas;Ctr Financial Stabil;Southwestern Univ Finance & Econ;Emory Univ;East China Univ Sci & Technol
- 来源：JOURNAL OF FINANCIAL STABILITY 2022
- 关键词：Systemic risk Financial network Interdependent network Contagions Stress test
- 质疑
- Quantifying immediate price impact of trades based on the k-shell decomposition of stock trading networks被引量：11收藏
- 作者：Xie, Wen-Jie Li, Ming-Xia Xu, Hai-Chuan Chen, Wei Zhou, Wei-Xing Stanley, H. Eugene
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Shenzhen Stock Exchange
- 来源：EPL 2016
- 质疑
- Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework被引量：9收藏
- 作者：Xu, Hai-Chuan Jawadi, Fredj Zhou, Jie Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;IAE Lille Univ
- 来源：EMPIRICAL ECONOMICS 2022
- 关键词：TVP-VAR Spillover effect Systemic risk Systemically important financial institutions Ranking stability
- 质疑
- Immediate price impact of a stock and its warrant: Power-law or logarithmic model?被引量：9收藏
- 作者：Xu, Hai-Chuan Jiang, Zhi-Qiang Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：INTERNATIONAL JOURNAL OF MODERN PHYSICS B 2017
- 关键词：Econophysics immediate price impact limit order book
- 质疑
- LINEAR AND NONLINEAR CORRELATIONS IN THE ORDER AGGRESSIVENESS OF CHINESE STOCKS被引量：8收藏
- 作者：Yue, Peng Xu, Hai-Chuan Chen, Wei Xiong, Xiong Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Shenzhen Stock Exchange;Tianjin Univ;Tianjin Univ
- 来源：FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY 2017
- 关键词：Econophysics Detrending Moving Average Analysis Fractal Analysis Order Aggressiveness Order Flow
- 质疑
- News coverage and portfolio returns: Evidence from China被引量：5收藏
- 作者：Li, Cong-Cong Xu, Hai-Chuan Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;Univ Int Business & Econ;East China Univ Sci & Technol
- 来源：PACIFIC-BASIN FINANCE JOURNAL 2020
- 关键词：News coverage Portfolio returns Investors' attention Return predictability News momentum
- 质疑
- Stress testing climate risk: A network-based analysis of the Chinese banking system被引量：3收藏
- 作者：Xu, Hai-Chuan Li, Tai-Min Dai, Peng-Fei Nguyen, Duc Khuong Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Normal Univ;Wuhan Univ Technol;Leonard Vinci Pole Univ
- 来源：JOURNAL OF INTERNATIONAL MONEY AND FINANCE 2024
- 关键词：Systemic risk Climate policy Network model Macroprudential stress testing
- 质疑
- Taylor's Law of Temporal Fluctuation Scaling in Stock Illiquidity被引量：3收藏
- 作者：Cai, Qing Xu, Hai-Chuan Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：FLUCTUATION AND NOISE LETTERS 2016
- 关键词：Taylor's law mean-variance analysis temporal fluctuation scaling stock illiquidity Chinese stock markets
- 质疑
- Early warning of bubbles in the agricultural commodity market: Evidence from LPPLS confidence indicators被引量：2收藏
- 作者：Xu, Hai-Chuan Tan, Yu-Zhen Fan, Han-Xiao Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：JOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING 2025
- 关键词：Bubbles Early warning LPPLS Agricultural commodities
- 质疑
- 高校教学督导工作存在的问题及改进建议被引量：2收藏
- 作者：许海川
- 机构：华东理工大学商学院
- 来源：《科教导刊》 2023
- 关键词：教学督导 本科教育 教学质量
- 摘要：教学督导制度是高校办学质量内部监控的重要手段,但该制度在执行过程中存在着诸如督导队伍专业素养不高、评价方法重形式而不重内涵、督导与任课教师关系僵化,以及交互渠道不畅通等问题,这些问题严重影响了督导工作的成效,甚至起到了反...
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- The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach被引量：2收藏
- 作者：Barnett, William A. Wang, Xue Xu, Hai-Chuan Zhou, Wei-Xing
- 机构：Univ Kansas;Ctr Financial Stabil;Southwestern Univ Finance & Econ;Emory Univ;East China Univ Sci & Technol
- 来源：EUROPEAN JOURNAL OF FINANCE 2023
- 关键词：Tail dependence time-varying copula generalized autoregressive score European stock markets
- 质疑
- Power-law tails in the distribution of order imbalance被引量：2收藏
- 作者：Zhang, Ting Gu, Gao-Feng Xu, Hai-Chuan Xiong, Xiong Chen, Wei Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;East China Univ Sci & Technol;Tianjin Univ;Shenzhen Stock Exchange
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2017
- 关键词：Econophysics Order imbalance Probability distribution Power-law tail Order book
- 质疑
- The double-edged role of social learning: Flash crash and lower total volatility被引量：2收藏
- 作者：Xu, Hai-Chuan Zhang, Wei Xiong, Xiong Wang, Xue Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Tianjin Univ;Tianjin Univ;Southwestern Univ Finance & Econ
- 来源：JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION 2021
- 关键词：Social learning Flash crash Agent-based model Adaptation
- 质疑
- Sparse principal component factors in asset pricing: evidence from the Chinese stock market被引量：1收藏
- 作者：Xu, Hai-Chuan Wu, Meng Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol
- 来源：ANNALS OF OPERATIONS RESEARCH 2026
- 关键词：Factor models Stochastic discount factor Machine learning Sparse hypothesis
- 质疑
- An empirical behavioral order-driven model with price limit rules被引量：1收藏
- 作者：Gu, Gao-Feng Xiong, Xiong Xu, Hai-Chuan Zhang, Wei Zhang, Yongjie Chen, Wei Zhou, Wei-Xing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Tianjin Univ;Tianjin Univ;Shenzhen Stock Exchange
- 来源：FINANCIAL INNOVATION 2021
- 关键词：Econophysics Order-driven model Agent-based model Asymmetric price limit Stylized facts Limit order book
- 质疑
