← All authors Wei-Xing Zhou East China University of Science and Technology (from arXiv:2501.15173, 2025) · ORCID · OpenAlex
200 papers in scope · 199 published · 4 on the econ.EM arXiv · 9,717 citations · h-index 51 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yun-Shi Dai Peng-Fei Dai Pengfei Dai Kiet Tuan Duong Stéphane Goutte Duc Khuong Nguyen Kamil Yılmaz Francis X. Diebold Julia Manso Francis Ludlow Daniele Girolimetto Michael J. Puma Stefan Wager Susan Athey Emanuele Lopetuso Massimiliano Caporin Eugene Dettaa Endong Wang Akihiko Noda Koichiro Moriya Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (7 of 200)
Risk spillovers between artificial intelligence assets and green markets
published 2026 · Physica A Statistical Mechanics and its Applications
Uncertainty and financial market resilience: evidence from China
published 2026 · Risk Management
with Si-Yao Wei, Kunliang Jiang
published 2025 · Risk Analysis · 4 citations
Geopolitical Risk and the Volatility of the International Grain Futures Market
published 2025 · Journal of Futures Markets · 6 citations
Digital Privacy in the Age of Surveillance: A Comparative Study of GDPR and CCPA
published 2025 · OTS Canadian Journal
Spillover effects between climate policy uncertainty, energy markets, and food markets: A time–frequency analysis
published 2025 · Finance research letters · 14 citations
with Ting Zhang, Pengfei Li
Sparse principal component factors in asset pricing: evidence from the Chinese stock market
published 2025 · Annals of Operations Research · 1 citations
with Hai-Chuan Xu, Meng Wu
Determinants of the international crop trade dynamics: new insights from a network structure dependence perspective
published 2025 · Empirical Economics
with Yin-Jie Ma, Zhi-Qiang Jiang
Early warning of bubbles in the agricultural commodity market: Evidence from LPPLS confidence indicators
published 2025 · Journal of Management Science and Engineering · 2 citations
with Hai-Chuan Xu, Yu-Zhen Tan, H. S. L. Fan
Risk spillovers between the BRICS and the U.S. staple grain futures markets
published 2025 · Finance research letters · 3 citations · first circulated 2024
Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties
published 2025 · Financial Innovation · 3 citations · first circulated 2024
Individualism/collectivism and charitable donations: An empirical analysis at the national, regional, and personal levels
published 2024 · Journal of Management Science and Engineering · 4 citations
with Yan Cui, Zhi-Qiang Jiang, Li Wang
published 2024 · Energy · 14 citations
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
published 2024 · Finance research letters · 9 citations
Stress testing climate risk: A network-based analysis of the Chinese banking system
published 2024 · Journal of International Money and Finance · 4 citations
Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets
published 2024 · Journal of Futures Markets · 14 citations
Visibility graph analysis of the grains and oilseeds indices
published 2024 · Physica A Statistical Mechanics and its Applications · 2 citations
with Haoran Liu, Ming-Xia Li
Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops
published 2024 · Journal of Management Science and Engineering · 2 citations · first circulated 2023
working paper 2024 · arXiv · 1 citations
Carbon volatility connectedness and the role of external uncertainties: Evidence from China
published 2024 · Journal of commodity markets · 10 citations
with Huayi Chen, Huai-Long Shi
published 2023 · arXiv · 32 citations
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
published 2023 · Journal of International Financial Markets Institutions and Money · 21 citations
Economic importance and structural robustness of the international pesticide trade networks
published 2023 · Journal of Management Science and Engineering · 4 citations
A survey on football network analysis
published 2023 · Europhysics Letters (EPL) · 3 citations
with Ming-Xia Li, Li-Gong Xu
Preface: To the Special Issue on Financial Econometrics and Risk Management
published 2023 · Fluctuation and Noise Letters
with Zhi-Qiang Jiang, Gang-Jin Wang
Quantifying the status of economies in international crop trade networks: A correlation structure analysis of various node-ranking metrics
published 2023 · Chaos Solitons & Fractals · 11 citations
with Yin-Ting Zhang
An interpretable machine-learned model for international oil trade network
published 2023 · Resources Policy · 8 citations
Multifractal characteristics and return predictability in the Chinese stock markets
published 2023 · Annals of Operations Research · 3 citations · first circulated 2018
with Xin-Lan Fu, Xing-Lu Gao, Zheng Shan, Yin-Jie Ma, Zhi-Qiang Jiang
Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks
published 2023 · The European Physical Journal B · 4 citations
The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach
published 2023 · European Journal of Finance · 2 citations
with William A. Barnett, Xue Wang, Hai-Chuan Xu
TESTING FOR INTRINSIC MULTIFRACTALITY IN THE GLOBAL GRAIN SPOT MARKET INDICES: A MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS
published 2023 · Fractals · 16 citations
with Li Wang, Xing-Lu Gao
Reconstruction of international energy trade networks with given marginal data: A comparative analysis
published 2022 · Chaos Solitons & Fractals · 16 citations
with Hai-Chuan Xu, Zhiyuan Wang, Fredj Jawadi
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework
published 2022 · Empirical Economics · 4 citations
with Hai-Chuan Xu, Fredj Jawadi, Jie Zhou
Robustness and efficiency of international pesticide trade networks subject to link removal strategies
published 2022 · Scientific Reports · 3 citations
Statistical properties of the international seed trade networks for rice and maize
published 2022 · International Journal of Modern Physics C · 4 citations
with Haoran Liu, Lijie Sun
Do the global grain spot markets exhibit multifractal nature?
published 2022 · Chaos Solitons & Fractals · 49 citations
Factor volatility spillover and its implications on factor premia
published 2022 · Journal of International Financial Markets Institutions and Money · 12 citations
with Huai-Long Shi
Editorial: From Physics to Econophysics and Back: Methods and Insights
published 2022 · Frontiers in Physics · 3 citations
Identifying oil market states based on structure and evolution of the international crude oil trade networks
published 2022 · International Journal of Modern Physics B · 3 citations
published 2022 · Resources Policy · 35 citations · first circulated 2020
Hierarchical contagions in the interdependent financial network
published 2022 · Journal of Financial Stability · 2 citations
with William A. Barnett, Xue Wang, Hai-Chuan Xu
How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method
published 2022 · Physica A Statistical Mechanics and its Applications · 9 citations · first circulated 2021
published 2022 · Research in International Business and Finance · 12 citations
Predicting tail events in a RIA-EVT-Copula framework
published 2022 · Physica A Statistical Mechanics and its Applications · 2 citations · first circulated 2020
with Wei-Zhen Li, Jin-Rui Zhai, Zhi-Qiang Jiang, Gang-Jin Wang, Weizhen Li
published 2022 · Energy · 61 citations · first circulated 2021
An empirical behavioral order-driven model with price limit rules
published 2021 · Financial Innovation · 2 citations · first circulated 2017
with Gao-Feng Gu, Xiong Xiong, Hai-Chuan Xu, Zhang We, Yongjie Zhang, Wei Chen, Wei Zhang
Microstructural Characteristics of the Weighted and Directed International Crop Trade Networks
published 2021 · Entropy · 12 citations
with Yin-Ting Zhang
City logistics networks based on online freight orders in China
published 2021 · Physica A Statistical Mechanics and its Applications · 17 citations
with Jun-Chao Ma, Li Wang, Zhi-Qiang Jiang, Wanfeng Yan
Anatomizing the Elo transfer network of Weiqi players
published 2021 · The European Physical Journal B · 2 citations
with Ming-Xia Li
Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market
published 2021 · The North American Journal of Economics and Finance · 5 citations · first circulated 2019
with Huai-Long Shi
Highway Freight Transportation Diversity of Cities Based on Radiation Models
published 2021 · Entropy · 8 citations
with Li Wang, Jun-Chao Ma, Zhi-Qiang Jiang, Wanfeng Yan
Identifying states of global financial market based on information flow network motifs
published 2021 · The North American Journal of Economics and Finance · 14 citations
Regional Economic Convergence in China: A Comparative Study of Nighttime Light and GDP
published 2021 · Frontiers in Physics · 26 citations
with Qiao-Li Xiao, Yue Wang
Sector connectedness in the Chinese stock markets
published 2021 · Empirical Economics · first circulated 2020
with Ying-Ying Shen, Zhi-Qiang Jiang, Jun-Chao Ma, Gang-Jin Wang
Learning representation of stock traders and immediate price impacts
published 2021 · Emerging Markets Review · 3 citations
Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach
published 2020 · Risk Management · 22 citations
with Fenghua Wen, Weng Kaiyan
Cross‐shareholding networks and stock price synchronicity: Evidence from China
published 2020 · International Journal of Finance & Economics · 44 citations · first circulated 2019
with Fenghua Wen, Yujie Yuan
Order imbalance and stock returns: New evidence from the Chinese stock market
published 2020 · Accounting and Finance · 6 citations
with Ting Zhang, George J. Jiang
A global economic policy uncertainty index from principal component analysis
published 2020 · Finance research letters · 74 citations · first circulated 2019
News coverage and portfolio returns: Evidence from China
published 2020 · Pacific-Basin Finance Journal · 7 citations
with Cong-Cong Li, Hai-Chuan Xu
Modeling aggressive market order placements with Hawkes factor models
published 2020 · PLoS ONE
with Hai-Chuan Xu
Information Flow Networks of Chinese Stock Market Sectors
published 2020 · IEEE Access · 28 citations
with Yue Peng, Qing Cai, Wanfeng Yan
The double-edged role of social learning: Flash crash and lower total volatility
published 2019 · 4 citations
with Hai-Chuan Xu, Wei Zhang, Xiong Xiong, Xue Wang
Multifractal analysis of financial markets: a review
published 2019 · Reports on Progress in Physics · 405 citations · first circulated 2018
Exponentially decayed double power-law distribution of Bitcoin trade sizes
published 2019 · Physica A Statistical Mechanics and its Applications · 9 citations
with Mu-Yao Li, Qing Cai, Gao-Feng Gu
Comparing selection strategies for engineering research hotspots
published 2019 · Physica A Statistical Mechanics and its Applications
with Fang Cai, Wenjiang Zheng, Xiao Zhang, Jiu-Ming Ji
Visibility graph analysis of economy policy uncertainty indices
published 2019 · Physica A Statistical Mechanics and its Applications · 38 citations
Structural properties of statistically validated empirical information networks
published 2019 · Physica A Statistical Mechanics and its Applications · 3 citations
Comparing null models for testing multifractality in time series
published 2019 · Europhysics Letters (EPL) · 2 citations
with Xing-Lu Gao, Zhi-Qiang Jiang, H. Eugene Stanley
Tetradic motif profiles of horizontal visibility graphs
published 2019 · Communications in Nonlinear Science and Numerical Simulation · 20 citations
Order imbalances and market efficiency: New evidence from the Chinese stock market
published 2018 · Emerging Markets Review · 18 citations
with Ting Zhang, Gao-Feng Gu
Forecasting extreme atmospheric events with a recurrence-interval-analysis-based autoregressive conditional duration model
published 2018 · Scientific Reports · 4 citations
with Yue-Hua Dai, Zhi-Qiang Jiang
Tail dependence networks of global stock markets
published 2018 · International Journal of Finance & Economics · 88 citations
with Fenghua Wen, Xin Yang
The cooling-off effect of price limits in the Chinese stock markets
published 2018 · Physica A Statistical Mechanics and its Applications · 15 citations
Cross-sectional fluctuation scaling in the high-frequency illiquidity of Chinese stocks
published 2018 · Europhysics Letters (EPL)
with Qing Cai, Xing-Lu Gao, H. Eugene Stanley
A weekly sentiment index and the cross-section of stock returns
published 2018 · Finance research letters · 34 citations
with Hai-Chuan Xu
Statistical properties of user activity fluctuations in virtual worlds
published 2017 · Chaos Solitons & Fractals · 10 citations
Direct determination approach for the multifractal detrending moving average analysis
published 2017 · Physical review. E · 27 citations
with Hai-Chuan Xu, Gao-Feng Gu
Short term prediction of extreme returns based on the recurrence interval analysis
published 2017 · Quantitative Finance · 25 citations · first circulated 2016
with Zhi-Qiang Jiang, Gang-Jin Wang, Askery Canabarro, Boris Podobnik, Chi Xie, H. Eugene Stanley
Temporal and spatial correlation patterns of air pollutants in Chinese cities
published 2017 · PLoS ONE · 41 citations
with Yue-Hua Dai
Limit-order book resiliency after effective market orders: spread, depth and intensity
published 2017 · Journal of Statistical Mechanics Theory and Experiment · 3 citations · first circulated 2016
Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets
published 2017 · Physica A Statistical Mechanics and its Applications · 25 citations
with Huai-Long Shi
Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates
published 2017 · Journal of International Financial Markets Institutions and Money · 51 citations
Time series momentum and contrarian effects in the Chinese stock market
published 2017 · Physica A Statistical Mechanics and its Applications · 34 citations
with Huai-Long Shi
Power-law tails in the distribution of order imbalance
published 2017 · Physica A Statistical Mechanics and its Applications · 3 citations
with Ting Zhang, Gao-Feng Gu, Hai-Chuan Xu, Xiong Xiong, Wei Chen, Tidong Zhang, G.-F. Gu, Xiaohui Xiong, W. Chen
Joint multifractal analysis based on wavelet leaders
published 2017 · Frontiers of Physics · 61 citations · first circulated 2016
with Zhi-Qiang Jiang, Yanhong Yang, Gang-Jin Wang
Time-Varying Return Predictability in the Chinese Stock Market
published 2017 · Reports in Advances of Physical Sciences · 19 citations · first circulated 2016
with Huai-Long Shi, Zhi-Qiang Jiang
Immediate price impact of a stock and its warrant: Power-law or logarithmic model?
published 2016 · International Journal of Modern Physics B · 7 citations
with Hai-Chuan Xu, Zhi-Qiang Jiang
Quantifying immediate price impact of trades based on the k-shell decomposition of stock trading networks
published 2016 · Europhysics Letters (EPL) · 13 citations
Taylor’s Law of Temporal Fluctuation Scaling in Stock Illiquidity
published 2016 · Fluctuation and Noise Letters · 3 citations
with Qing Cai, Hai-Chuan Xu
Correlation structure and principal components in the global crude oil market
published 2016 · Empirical Economics · 46 citations · first circulated 2014
Stylized facts of price gaps in limit order books
published 2015 · Chaos Solitons & Fractals · 9 citations · first circulated 2014
Profitability of Contrarian Strategies in the Chinese Stock Market
published 2015 · PLoS ONE · 32 citations
with Huai-Long Shi, Zhi-Qiang Jiang
Profitability of simple technical trading rules of Chinese stock exchange indexes
published 2015 · Physica A Statistical Mechanics and its Applications · 41 citations
with Hong Zhu, Zhi-Qiang Jiang, Sai-Ping Li
Testing the performance of technical trading rules in the Chinese markets based on superior predictive test
published 2015 · Physica A Statistical Mechanics and its Applications · 20 citations
with Shan Wang, Zhi-Qiang Jiang, Sai-Ping Li
Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces
published 2015 · Physical Review E · 209 citations
with Xi-Yuan Qian, Ya-Min Liu, Zhi-Qiang Jiang, Boris Podobnik, H. Eugene Stanley
Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets
published 2015 · PLoS ONE · 94 citations
Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant
published 2014 · Physica A Statistical Mechanics and its Applications · 30 citations · first circulated 2013
Triadic motifs in the dependence networks of virtual societies
published 2014 · Scientific Reports · 25 citations
A comparative analysis of the statistical properties of large mobile phone calling networks
published 2014 · Scientific Reports · 45 citations
Dynamic Evolution of Cross-Correlations in the Chinese Stock Market
published 2014 · PLoS ONE · 53 citations · first circulated 2013
with Fei Ren
Empirical properties of inter-cancellation durations in the Chinese stock market
published 2014 · Frontiers in Physics · 9 citations
with Gao-Feng Gu, Xiong Xiong, Zhang We, Yongjie Zhang
Testing the weak-form efficiency of the WTI crude oil futures market
published 2014 · Physica A Statistical Mechanics and its Applications · 92 citations · first circulated 2012
Systemic risk and spatiotemporal dynamics of the US housing market
published 2014 · Scientific Reports · 98 citations · first circulated 2013
Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents
published 2014 · Abstract and Applied Analysis · 13 citations
with Hai-Chuan Xu, Wei Zhang, Xiong Xiong
Extreme value statistics and recurrence intervals of NYMEX energy futures volatility
published 2013 · Economic Modelling · 36 citations · first circulated 2012
Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model
published 2013 · Physica A Statistical Mechanics and its Applications · 78 citations · first circulated 2011
ENHANCING TRAFFIC CAPACITY OF TWO-LAYER COMPLEX NETWORKS
published 2013 · International Journal of Modern Physics C · 25 citations
with Zhongyuan Jiang, Mangui Liang, Shuai Zhang, Hui-Qin Jin
Analysis of trade packages in the Chinese stock market
published 2013 · Quantitative Finance · 7 citations · first circulated 2011
with Fei Ren
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
published 2012 · Scientific Reports · 180 citations
Random matrix approach to the dynamics of stock inventory variations
published 2012 · New Journal of Physics · 14 citations
with Guo-Hua Mu, János Kertész, J. Kertész
Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm
published 2012 · Physica A Statistical Mechanics and its Applications · 33 citations
with Chuang Liu
Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations
published 2012 · Europhysics Letters (EPL) · 45 citations
with Hao Meng, Fei Ren, Gao-Feng Gu, Xiong Xiong, Yongjie Zhang, Wei Zhang
Determinants of immediate price impacts at the trade level in an emerging order-driven market
published 2012 · New Journal of Physics · 32 citations
Statistical tests for power-law cross-correlated processes
published 2011 · Physical Review E · 447 citations
with Boris Podobnik, Zhi-Qiang Jiang, H. Eugene Stanley
Finite-size effect and the components of multifractality in financial volatility
published 2011 · Chaos Solitons & Fractals · 152 citations · first circulated 2009
Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts
published 2011 · PLoS ONE · 19 citations
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields
published 2011 · PLoS ONE · 9 citations
Evolution of worldwide stock markets, correlation structure, and correlation-based graphs
published 2011 · Physical Review E · 32 citations
with Dong-Ming Song, Michele Tumminello, Rosario N. Mantegna
Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes
published 2011 · Physica A Statistical Mechanics and its Applications · 98 citations · first circulated 2009
with Xi-Yuan Qian, Gao-Feng Gu
Multifractal detrending moving-average cross-correlation analysis
published 2011 · Physical Review E · 376 citations
with Zhi-Qiang Jiang
Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index
published 2011 · Physica A Statistical Mechanics and its Applications · 77 citations
Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant
published 2011 · Physica A Statistical Mechanics and its Applications · 54 citations · first circulated 2010
with Yong-Ping Ruan
Mike-Farmer order-driven model
published 2011 · Journal of the University of Shanghai for Science and Technology
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Recurrence interval analysis of complex financial systems
published 2011 · Journal of the University of Shanghai for Science and Technology
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Tests of nonuniversality of the stock return distributions in an emerging market
published 2010 · Physical Review E · 38 citations
with Guo-Hua Mu
Superfamily classification of nonstationary time series based on DFA scaling exponents
published 2010 · Journal of Physics A Mathematical and Theoretical · 23 citations · first circulated 2009
with Chuang Liu
Long-term correlations and multifractality in trading volumes for Chinese stocks
published 2010 · Physics Procedia · 19 citations · first circulated 2009
with Guo-Hua Mu, Wei Chen, János Kertész
Order flow dynamics around extreme price changes on an emerging stock market
published 2010 · New Journal of Physics · 32 citations
Recurrence interval analysis of high-frequency financial returns and its application to risk estimation
published 2010 · New Journal of Physics · 41 citations · first circulated 2009
with Fei Ren
Detrending moving average algorithm for multifractals
published 2010 · Physical Review E · 439 citations
with Gao-Feng Gu
Complex stock trading network among investors
published 2010 · Physica A Statistical Mechanics and its Applications · 67 citations
with Zhi-Qiang Jiang
Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices
published 2010 · Journal of Physics A Mathematical and Theoretical · 105 citations · first circulated 2009
with Mengcen Qian, Zhi-Qiang Jiang
Recurrence interval analysis of trading volumes
published 2010 · Physical Review E · 29 citations
with Fei Ren
On the growth of primary industry and population of China’s counties
published 2010 · Physica A Statistical Mechanics and its Applications · 5 citations
Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change
published 2010 · Physica A Statistical Mechanics and its Applications · 8 citations
with Fu-Tie Song
Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles
published 2010 · 228 citations · first circulated 2009
Scaling and memory in the non-Poisson process of limit order cancelation
published 2010 · Physica A Statistical Mechanics and its Applications · 11 citations · first circulated 2009
Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence
published 2010 · Physica A Statistical Mechanics and its Applications · 152 citations
with Chuang Liu, Weikang Yuan
Illusionary multifractality in high-frequency data of Shanghai Stock Exchange Composite Index
published 2010 · Guanli kexue xuebao · 2 citations
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An Empirical Analysis of the Volume-Price Relation Using High-Frequency Data in the Chinese Stock Market
published 2010 · Guanli xuebao · 2 citations
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Statistical properties of online avatar numbers in a massive multiplayer online role-playing game
published 2009 · Physica A Statistical Mechanics and its Applications · 11 citations
with Zhi-Qiang Jiang, Fei Ren, Gao-Feng Gu, Qun-Zhao Tan
Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence
published 2009 · Physical Review E · 14 citations
with Chuang Liu, Zhi-Qiang Jiang, Fei Ren
The components of empirical multifractality in financial returns
published 2009 · Europhysics Letters (EPL) · 195 citations
Empirical regularities of opening call auction in Chinese stock market
published 2009 · Physica A Statistical Mechanics and its Applications · 17 citations
Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
published 2009 · Physics Letters A · 116 citations
with Xiao-Hui Ni, Zhi-Qiang Jiang
Scaling and memory in the return intervals of realized volatility
published 2009 · Physica A Statistical Mechanics and its Applications · 29 citations
with Fei Ren, Gao-Feng Gu
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
published 2009 · Physica A Statistical Mechanics and its Applications · 9 citations
with Lijun Ji, Haifeng Liu, Xin Gong, Fuchen Wang, YU Zun-hong
Emergence of long memory in stock volatility from a modified Mike-Farmer model
published 2009 · Europhysics Letters (EPL) · 90 citations · first circulated 2008
with Gao-Feng Gu
Numerical investigations of discrete scale invariance in fractals and multifractal measures
published 2009 · Physica A Statistical Mechanics and its Applications · 22 citations · first circulated 2004
Statistical properties of world investment networks
published 2009 · Physica A Statistical Mechanics and its Applications · 57 citations
with Dong-Ming Song, Zhi-Qiang Jiang
Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market
published 2009 · The European Physical Journal B · 48 citations · first circulated 2008
On the probability distribution of stock returns in the Mike-Farmer model
published 2009 · The European Physical Journal B · 54 citations · first circulated 2008
with G.-F. Gu, Gao-Feng Gu
The 2006–2008 oil bubble: Evidence of speculation, and prediction
published 2009 · Physica A Statistical Mechanics and its Applications · 234 citations
Statistical properties of volatility return intervals of Chinese stocks
published 2008 · Physica A Statistical Mechanics and its Applications · 38 citations
with Fei Ren, Liang Guo
A case study of speculative financial bubbles in the South African stock market 2003–2006
published 2008 · Physica A Statistical Mechanics and its Applications · 87 citations · first circulated 2007
Multiscaling behavior in the volatility return intervals of Chinese indices
published 2008 · Europhysics Letters (EPL) · 29 citations
with Fei Ren
Detrended fluctuation analysis of intertrade durations
published 2008 · Physica A Statistical Mechanics and its Applications · 56 citations
with Zhi-Qiang Jiang, Wei Chen
Scaling in the distribution of intertrade durations of Chinese stocks
published 2008 · Physica A Statistical Mechanics and its Applications · 68 citations
with Zhi-Qiang Jiang, Wei Chen
Multifractal detrended cross-correlation analysis for two nonstationary signals
published 2008 · Physical Review E · 768 citations
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index
published 2008 · Physica A Statistical Mechanics and its Applications · 23 citations · first circulated 2007
with Guo-Hua Mu
Empirical shape function of limit-order books in the Chinese stock market
published 2008 · Physica A Statistical Mechanics and its Applications · 41 citations
Multifractal analysis of Chinese stock volatilities based on the partition function approach
published 2008 · Physica A Statistical Mechanics and its Applications · 107 citations
with Zhi-Qiang Jiang
Multifractal detrended fluctuation analysis of combustion flames in four-burner impinging entrained-flow gasifier
published 2008 · Chemical Engineering Journal · 43 citations
with Miao-Ren Niu, Zhuoyong Yan, Qinghua Guo, Qinfeng Liang, Fuchen Wang, YU Zun-hong
Multifractality in stock indexes: Fact or Fiction?
published 2008 · Physica A Statistical Mechanics and its Applications · 101 citations · first circulated 2007
with Zhi-Qiang Jiang
Empirical regularities of order placement in the Chinese stock market
published 2008 · Physica A Statistical Mechanics and its Applications · 26 citations · first circulated 2007
Empirical distributions of Chinese stock returns at different microscopic timescales
published 2007 · Physica A Statistical Mechanics and its Applications · 82 citations
with Gao-Feng Gu, Wei Chen
Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests
published 2007 · Physica A Statistical Mechanics and its Applications · 27 citations
with Xi-Yuan Qian, Fu-Tie Song
Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices
published 2007 · Physica A Statistical Mechanics and its Applications · 73 citations
Endogenous and exogenous dynamics in the fluctuations of capital fluxes
published 2007 · The European Physical Journal B · 32 citations
with Zhi-Qiang Jiang, Liang Guo
Statistical properties of daily ensemble variables in the Chinese stock markets
published 2007 · Physica A Statistical Mechanics and its Applications · 23 citations · first circulated 2006
with Gao-Feng Gu
Quantifying bid-ask spreads in the Chinese stock market using limit-order book data
published 2007 · The European Physical Journal B · 46 citations · first circulated 2006
with G.-F. Gu, W. Chen
Scale invariant distribution and multifractality of volatility multipliers in stock markets
published 2007 · Physica A Statistical Mechanics and its Applications · 62 citations
with Zhi-Qiang Jiang
Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates
published 2007 · Physica A Statistical Mechanics and its Applications · 34 citations · first circulated 2006
Detrended fluctuation analysis for fractals and multifractals in higher dimensions
published 2006 · Physical Review E · 242 citations
with Gao-Feng Gu
Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling
published 2006 · Physica A Statistical Mechanics and its Applications · 64 citations
Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets
published 2006 · The European Physical Journal B · 148 citations · first circulated 2005
Inversion formula of multifractal energy dissipation in three-dimensional fully developed turbulence
published 2006 · Physical Review E · 2 citations
with Jianliang Xu, Haifeng Liu, Xin Gong, Fu-Cheng Wang, YU Zun-hong
Inverse statistics and multifractality of exit distances in 3D fully developed turbulence
published 2006 · Physica D Nonlinear Phenomena · 39 citations
Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data
published 2005 · Quantitative Finance · 69 citations · first circulated 2004
Predictability of large future changes in major financial indices
published 2005 · International Journal of Forecasting · 150 citations · first circulated 2003
Is there a real-estate bubble in the US?
published 2005 · Physica A Statistical Mechanics and its Applications · 218 citations
Fundamental factors versus herding in the 2000–2005 US stock market and prediction
published 2005 · Physica A Statistical Mechanics and its Applications · 47 citations
Inverse statistics in stock markets: Universality and idiosyncracy
published 2005 · Physica A Statistical Mechanics and its Applications · 25 citations · first circulated 2004
with Wei-Kang Yuan
Testing the stability of the 2000 US stock market “antibubble”
published 2004 · Physica A Statistical Mechanics and its Applications · 44 citations
Bubble, critical zone and the crash of Royal Ahold
published 2004 · Physica A Statistical Mechanics and its Applications · 14 citations
Quasi-likelihood estimation for GLM with random scales
published 2004 · Journal of Statistical Planning and Inference · 10 citations
with Jye-Chyi Lu, Di Chen
Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000
published 2004 · Physica A Statistical Mechanics and its Applications · 31 citations · first circulated 2003
Antibubble and prediction of China's stock market and real-estate
published 2004 · Physica A Statistical Mechanics and its Applications · 80 citations · first circulated 2003
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
published 2003 · Physica A Statistical Mechanics and its Applications · 39 citations
Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000
published 2003 · Physica A Statistical Mechanics and its Applications · 76 citations · first circulated 2002
Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction
published 2003 · Physica A Statistical Mechanics and its Applications · 68 citations
NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES
published 2003 · International Journal of Modern Physics C · 48 citations
The US 2000–2002 market descent: clarification
published 2003 · Quantitative Finance · 12 citations
NEW EVIDENCE OF DISCRETE SCALE INVARIANCE IN THE ENERGY DISSIPATION OF THREE-DIMENSIONAL TURBULENCE: CORRELATION APPROACH AND DIRECT SPECTRAL DETECTION
published 2003 · International Journal of Modern Physics C · 15 citations
Finite-time singularity signature of hyperinflation
published 2003 · Physica A Statistical Mechanics and its Applications · 40 citations
The US 2000-2002 market descent: how much longer and deeper?
published 2002 · Quantitative Finance · 77 citations
Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence
published 2002 · Physica D Nonlinear Phenomena · 51 citations
STATISTICAL SIGNIFICANCE OF PERIODICITY AND LOG-PERIODICITY WITH HEAVY-TAILED CORRELATED NOISE
published 2002 · International Journal of Modern Physics C · 60 citations
ANOMALOUS FEATURES ARISING FROM RANDOM MULTIFRACTALS
published 2001 · Fractals · 11 citations
with Haifeng Liu, YU Zun-hong
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