Wei-Xing Zhou
Names
| first: |
Wei-Xing |
| last: |
Zhou |
Identifer
Contact
Affiliations
-
East China University of Science and Technology
/ School of Business
Research profile
author of:
- Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes (RePEc:arx:papers:0704.0589)
by Wei-Xing Zhou & Didier Sornette - Multifractality in stock indexes: Fact or fiction? (RePEc:arx:papers:0706.2140)
by Zhi-Qiang Jiang & Wei-Xing Zhou - Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests (RePEc:arx:papers:0707.2284)
by Xi-Yuan Qian & Fu-Tie Song & Wei-Xing Zhou - Universal price impact functions of individual trades in an order-driven market (RePEc:arx:papers:0708.3198)
by Wei-Xing Zhou - Empirical distributions of Chinese stock returns at different microscopic timescales (RePEc:arx:papers:0708.3472)
by Gao-Feng Gu & Wei Chen & Wei-Xing Zhou - Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index (RePEc:arx:papers:0709.1219)
by Guo-Hua Mu & Wei-Xing Zhou - Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks (RePEc:arx:papers:0710.2402)
by Xiao-Hui Ni & Wei-Xing Zhou - Empirical regularities of order placement in the Chinese stock market (RePEc:arx:papers:0712.0912)
by Gao-Feng Gu & Wei Chen & Wei-Xing Zhou - Multifractal analysis of Chinese stock volatilities based on partition function approach (RePEc:arx:papers:0801.1710)
by Zhi-Qiang Jiang & Wei-Xing Zhou - Direct evidence for inversion formula in multifractal financial volatility measure (RePEc:arx:papers:0801.3494)
by Zhi-Qiang Jiang & Wei-Xing Zhou - Empirical shape function of limit-order books in the Chinese stock market (RePEc:arx:papers:0801.3712)
by Gao-Feng Gu & Wei Chen & Wei-Xing Zhou - Multifractal detrended cross-correlation analysis for two nonstationary signals (RePEc:arx:papers:0803.2773)
by Wei-Xing Zhou - Scaling in the distribution of intertrade durations of Chinese stocks (RePEc:arx:papers:0804.3431)
by Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou - On the probability distribution of stock returns in the Mike-Farmer model (RePEc:arx:papers:0805.3593)
by Gao-Feng Gu & Wei-Xing Zhou - The 2006-2008 Oil Bubble and Beyond (RePEc:arx:papers:0806.1170)
by D. Sornette & R. Woodard & W. -X. Zhou - Detrended fluctuation analysis of intertrade durations (RePEc:arx:papers:0806.2444)
by Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou - Statistical properties of volatility return intervals of Chinese stocks (RePEc:arx:papers:0807.1818)
by Fei Ren & Liang Guo & Wei-Xing Zhou - Emergence of long memory in stock volatility from a modified Mike-Farmer model (RePEc:arx:papers:0807.4639)
by Gao-Feng Gu & Wei-Xing Zhou - Multiscaling behavior in the volatility return intervals of Chinese indices (RePEc:arx:papers:0809.0250)
by Fei Ren & Wei-Xing Zhou - Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market (RePEc:arx:papers:0812.1512)
by Guo-Hua Mu & Wei Chen & J'anos Kert'esz & Wei-Xing Zhou - Long-term correlations and multifractal analysis of trading volumes for Chinese stocks (RePEc:arx:papers:0904.1042)
by Guo-Hua Mu & Wei Chen & J'anos Kert'esz & Wei-Xing Zhou - Scaling and memory in the return intervals of realized volatility (RePEc:arx:papers:0904.1107)
by Fei Ren & Gao-Feng Gu & Wei-Xing Zhou - Empirical regularities of opening call auction in Chinese stock market (RePEc:arx:papers:0905.0582)
by Gao-Feng Gu & Fei Ren & Xiao-Hui Ni & Wei Chen & Wei-Xing Zhou - The Chinese Equity Bubble: Ready to Burst (RePEc:arx:papers:0907.1827)
by K. Bastiaensen & P. Cauwels & D. Sornette & R. Woodard & W. -X. Zhou - Modified detrended fluctuation analysis based on empirical mode decomposition (RePEc:arx:papers:0907.3284)
by Xi-Yuan Qian & Wei-Xing Zhou & Gao-Feng Gu - The components of empirical multifractality in financial returns (RePEc:arx:papers:0908.1089)
by Wei-Xing Zhou - Recurrence interval analysis of high-frequency financial returns and its application to risk estimation (RePEc:arx:papers:0909.0123)
by Fei Ren & Wei-Xing Zhou - Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles (RePEc:arx:papers:0909.1007)
by Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels - Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices (RePEc:arx:papers:0910.2524)
by Meng-Cen Qian & Zhi-Qiang Jiang & Wei-Xing Zhou - Scaling and memory in the non-poisson process of limit order cancelation (RePEc:arx:papers:0911.0057)
by Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou - The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations (RePEc:arx:papers:0911.0454)
by Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou - Superfamily classification of nonstationary time series based on DFA scaling exponents (RePEc:arx:papers:0912.2016)
by Chuang Liu & Wei-Xing Zhou - Finite-size effect and the components of multifractality in financial volatility (RePEc:arx:papers:0912.4782)
by Wei-Xing Zhou - Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change (RePEc:arx:papers:1001.3176)
by Fu-Tie Song & Wei-Xing Zhou - Recurrence interval analysis of trading volumes (RePEc:arx:papers:1002.1653)
by Fei Ren & Wei-Xing Zhou - Order flow dynamics around extreme price changes on an emerging stock market (RePEc:arx:papers:1003.0168)
by Guo-Hua Mu & Wei-Xing Zhou & Wei Chen & Janos Kertesz - Complex stock trading network among investors (RePEc:arx:papers:1003.2459)
by Zhi-Qiang Jiang & Wei-Xing Zhou - Nonuniversal distributions of stock returns in an emerging market (RePEc:arx:papers:1003.5984)
by Guo-Hua Mu & Wei-Xing Zhou - Detrending moving average algorithm for multifractals (RePEc:arx:papers:1005.0877)
by Gao-Feng Gu & Wei-Xing Zhou - The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document (RePEc:arx:papers:1005.5675)
by Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou - Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant (RePEc:arx:papers:1008.0160)
by Yong-Ping Ruan & Wei-Xing Zhou - The US stock market leads the Federal funds rate and Treasury bond yields (RePEc:arx:papers:1102.2138)
by Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette - Analysis of trade packages in Chinese stock market (RePEc:arx:papers:1103.1526)
by Fei Ren & Wei-Xing Zhou - Multifractal detrending moving average cross-correlation analysis (RePEc:arx:papers:1103.2577)
by Zhi-Qiang Jiang & Wei-Xing Zhou - Evolution of worldwide stock markets, correlation structure and correlation based graphs (RePEc:arx:papers:1103.5555)
by Dong-Ming Song & Michele Tumminello & Wei-Xing Zhou & Rosario N. Mantegna - Strategies used as spectroscopy of financial markets reveal new stylized facts (RePEc:arx:papers:1104.3616)
by Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette - Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model (RePEc:arx:papers:1107.3171)
by Didier Sornette & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou - The position profiles of order cancellations in an emerging stock market (RePEc:arx:papers:1112.6085)
by Gao-Feng Gu & Xiong Xiong & Fei Ren & Wei-Xing Zhou & Wei Zhang - Random matrix approach to the dynamics of stock inventory variations (RePEc:arx:papers:1201.0433)
by W. -X. Zhou & G. -H. Mu & J. Kert'esz - Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations (RePEc:arx:papers:1201.2825)
by Hao Meng & Fei Ren & Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei-Xing Zhou & Wei Zhang - Determinants of immediate price impacts at the trade level in an emerging order-driven market (RePEc:arx:papers:1201.5448)
by Wei-Xing Zhou - Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series (RePEc:arx:papers:1208.4158)
by Ying-Hui Shao & Gao Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette - Testing the weak-form efficiency of the WTI crude oil futures market (RePEc:arx:papers:1211.4686)
by Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou - Extreme value statistics and recurrence intervals of NYMEX energy futures volatility (RePEc:arx:papers:1211.5502)
by Wen-Jie Xie & Zhi-Qiang Jiang & Wei-Xing Zhou - Trading networks, abnormal motifs and stock manipulation (RePEc:arx:papers:1301.0007)
by Zhi-Qiang Jiang & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & W. -X. Zhou - Systemic risk and spatiotemporal dynamics of the US housing market (RePEc:arx:papers:1306.2831)
by Hao Meng & Wen-Jie Xie & Zhi-Qiang Jiang & Boris Podobnik & Wei-Xing Zhou & H. Eugene Stanley - Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant (RePEc:arx:papers:1308.0925)
by Ming-Xia Li & Zhi-Qiang Jiang & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou - Dynamic evolution of cross-correlations in the Chinese stock market (RePEc:arx:papers:1308.1154)
by Fei Ren & Wei-Xing Zhou - Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks (RePEc:arx:papers:1401.7450)
by B. Podobnik & A. Majdandzic & C. Curme & Z. Qiao & W. -X. Zhou & H. E. Stanley & B. Li - Empirical properties of inter-cancellation durations in the Chinese stock market (RePEc:arx:papers:1403.3478)
by Gao-Feng Gu & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & Wei-Xing Zhou - Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns (RePEc:arx:papers:1404.1051)
by Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou - An agent-based computational model for China's stock market and stock index futures market (RePEc:arx:papers:1404.1052)
by Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou - Stylized facts of price gaps in limit order books: Evidence from Chinese stocks (RePEc:arx:papers:1405.1247)
by Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei Chen & Wei Zhang & Wei-Xing Zhou - Correlation structure and principal components in global crude oil market (RePEc:arx:papers:1405.5000)
by Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou - Wealth share analysis with "fundamentalist/chartist" heterogeneous agents (RePEc:arx:papers:1405.5939)
by Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou - Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies (RePEc:arx:papers:1408.5618)
by Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette - Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets (RePEc:arx:papers:1503.03548)
by Yu-Lei Wan & Wen-Jie Xie & Gao-Feng Gu & Zhi-Qiang Jiang & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou - Club Convergence of House Prices: Evidence from China's Ten Key Cities (RePEc:arx:papers:1503.05550)
by Hao Meng & Wen-Jie Xie & Wei-Xing Zhou - Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces (RePEc:arx:papers:1504.02435)
by Xi-Yuan Qian & Ya-Min Liu & Zhi-Qiang Jiang & Boris Podobnik & Wei-Xing Zhou & H. Eugene Stanley - Profitability of simple technical trading rules of Chinese stock exchange indexes (RePEc:arx:papers:1504.04254)
by Hong Zhu & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou - Testing the performance of technical trading rules in the Chinese market (RePEc:arx:papers:1504.06397)
by Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou - Profitability of contrarian strategies in the Chinese stock market (RePEc:arx:papers:1505.00328)
by Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou - Effects of polynomial trends on detrending moving average analysis (RePEc:arx:papers:1505.02750)
by Ying-Hui Shao & Gao-Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou - Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets (RePEc:arx:papers:1508.07505)
by Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou - Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application (RePEc:arx:papers:1509.05952)
by Wen-Jie Xie & Zhi-Qiang Jiang & Gao-Feng Gu & Xiong Xiong & Wei-Xing Zhou - Market correlation structure changes around the Great Crash (RePEc:arx:papers:1602.00125)
by Rui-Qi Han & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou - Limit-order book resiliency after effective market orders: Spread, depth and intensity (RePEc:arx:papers:1602.00731)
by Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou & H Eugene Stanley - Taylor's Law of temporal fluctuation scaling in stock illiquidity (RePEc:arx:papers:1610.01149)
by Qing Cai & Hai-Chuan Xu & Wei-Xing Zhou - Short term prediction of extreme returns based on the recurrence interval analysis (RePEc:arx:papers:1610.08230)
by Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou - Multifractal cross wavelet analysis (RePEc:arx:papers:1610.09519)
by Zhi-Qiang Jiang & Xing-Lu Gao & Wei-Xing Zhou & H. Eugene Stanley - Joint multifractal analysis based on wavelet leaders (RePEc:arx:papers:1611.00897)
by Zhi-Qiang Jiang & Yan-Hong Yang & Gang-Jin Wang & Wei-Xing Zhou - Time-varying return predictability in the Chinese stock market (RePEc:arx:papers:1611.04090)
by Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou - Immediate price impact of a stock and its warrant: Power-law or logarithmic model? (RePEc:arx:papers:1611.04091)
by Hai-Chuan Xu & Zhi-Qiang Jiang & Wei-Xing Zhou - Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks (RePEc:arx:papers:1611.06666)
by Wen-Jie Xie & Ming-Xia Li & Hai-Chuan Xu & Wei Chen & Wei-Xing Zhou & H. E. Stanley - Time series momentum and contrarian effects in the Chinese stock market (RePEc:arx:papers:1702.07374)
by Huai-Long Shi & Wei-Xing Zhou - An empirical behavioural order-driven model with price limit rules (RePEc:arx:papers:1704.04354)
by Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yong-Jie Zhang & Wei Chen & Wei-Xing Zhou - Power-law tails in the distribution of order imbalance (RePEc:arx:papers:1707.05550)
by T. Zhang & G. -F. Gu & H. -C. Xu & X. Xiong & W. Chen & W. -X. Zhou - Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets (RePEc:arx:papers:1707.05552)
by H. -L. Shi & W. -X. Zhou - Linear and nonlinear correlations in order aggressiveness of Chinese stocks (RePEc:arx:papers:1707.05604)
by Peng Yue & Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei-Xing Zhou - The cooling-off effect of price limits in the Chinese stock markets (RePEc:arx:papers:1803.09422)
by Yu-Lei Wan & Gang-Jin Wang & Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou - Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates (RePEc:arx:papers:1803.09432)
by Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette - Multifractal analysis of financial markets (RePEc:arx:papers:1805.04750)
by Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou & Didier Sornette - Multifractal characteristics and return predictability in the Chinese stock markets (RePEc:arx:papers:1806.07604)
by Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Zhi-Qiang Jiang & Wei-Xing Zhou - Modeling aggressive market order placements with Hawkes factor models (RePEc:arx:papers:1811.08076)
by Hai-Chuan Xu & Wei-Xing Zhou - Direct determination approach for the multifractal detrending moving average analysis (RePEc:arx:papers:1902.04437)
by Hai-Chuan Xu & Gao-Feng Gu & Wei-Xing Zhou - Cross-shareholding networks and stock price synchronicity: Evidence from China (RePEc:arx:papers:1903.01655)
by Fenghua Wen & Yujie Yuan & Wei-Xing Zhou - Comparative analysis of layered structures in empirical investor networks and cellphone communication networks (RePEc:arx:papers:1907.01119)
by Peng Wang & Jun-Chao Ma & Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette - A global economic policy uncertainty index from principal component analysis (RePEc:arx:papers:1907.05049)
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou - Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market (RePEc:arx:papers:1910.13115)
by Huai-Long Shi & Wei-Xing Zhou - Sector connectedness in the Chinese stock markets (RePEc:arx:papers:2002.09097)
by Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou - Predicting tail events in a RIA-EVT-Copula framework (RePEc:arx:papers:2004.03190)
by Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou - Evolving efficiency and robustness of global oil trade networks (RePEc:arx:papers:2004.05325)
by Wen-Jie Xie & Na Wei & Wei-Xing Zhou - Information transfer between stock market sectors: A comparison between the USA and China (RePEc:arx:papers:2004.07612)
by Peng Yue & Yaodong Fan & Jonathan A. Batten & Wei-Xing Zhou - Information flow networks of Chinese stock market sectors (RePEc:arx:papers:2004.08759)
by Peng Yue & Qing Cai & Wanfeng Yan & Wei-Xing Zhou - The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model (RePEc:arx:papers:2007.12838)
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou - Visibility graph analysis of economy policy uncertainty indices (RePEc:arx:papers:2007.12880)
by Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou - How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method (RePEc:arx:papers:2106.04421)
by Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou - Hierarchical contagions in the interdependent financial network (RePEc:arx:papers:2106.14168)
by William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou - Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks (RePEc:arx:papers:2302.13695)
by Jian-An Li & Li Wang & Wen-Jie Xie & Wei-Xing Zhou - Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets (RePEc:arx:papers:2303.11030)
by Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou - Visibility graph analysis of the grains and oilseeds indices (RePEc:arx:papers:2304.05760)
by Hao-Ran Liu & Ming-Xia Li & Wei-Xing Zhou - Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis (RePEc:arx:papers:2306.10496)
by Li Wang & Xing-Lu Gao & Wei-Xing Zhou - Correlation structure analysis of the global agricultural futures market (RePEc:arx:papers:2310.16849)
by Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou - The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots (RePEc:arx:papers:2310.16850)
by Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai - Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets (RePEc:arx:papers:2403.01745)
by Han-Yu Zhu & Peng-Fei Dai & Wei-Xing Zhou - The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model (RePEc:arx:papers:2404.01641)
by Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou - Resilience of international oil trade networks under extreme event shock-recovery simulations (RePEc:arx:papers:2406.11467)
by Na Wei & Wen-Jie Xie & Wei-Xing Zhou - Contemporaneous and lagged spillovers across crude oil, carbon emission allowance, climate change, and agriculture futures markets: Evidence from the $R^2$ decomposed connectedness approach (RePEc:arx:papers:2408.09669)
by Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou - Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes (RePEc:arx:papers:cond-mat/0205531)
by Wei-Xing Zhou & Didier Sornette - The US 2000-2002 Market Descent: How Much Longer and Deeper? (RePEc:arx:papers:cond-mat/0209065)
by D. Sornette & W. -X. Zhou - Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000 (RePEc:arx:papers:cond-mat/0212010)
by W. -X. Zhou & D. Sornette - Predictability of large future changes in major financial indices (RePEc:arx:papers:cond-mat/0304601)
by D. Sornette & W. -X. Zhou - The US 2000-2003 Market Descent: Clarifications (RePEc:arx:papers:cond-mat/0305004)
by D. Sornette & W. -X. Zhou - 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 (RePEc:arx:papers:cond-mat/0306496)
by D. Sornette & W. -X. Zhou - Testing the Stability of the 2000-2003 US Stock Market "Antibubble" (RePEc:arx:papers:cond-mat/0310092)
by W. -X. Zhou & D. Sornette - Antibubble and Prediction of China's stock market and Real-Estate (RePEc:arx:papers:cond-mat/0312149)
by W. -X. Zhou & D. Sornette - Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000 (RePEc:arx:papers:cond-mat/0312658)
by W. -X. Zhou & D. Sornette - Bubble, Critical Zone and the Crash of Royal Ahold (RePEc:arx:papers:cond-mat/0403563)
by G. Broekstra & D. Sornette & W. -X. Zhou - Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method (RePEc:arx:papers:cond-mat/0408166)
by D. Sornette & W. -X. Zhou - Inverse statistics in stock markets: Universality and idiosyncracy (RePEc:arx:papers:cond-mat/0410225)
by Wei-Xing Zhou & Wei-Kang Yuan - Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets (RePEc:arx:papers:cond-mat/0503607)
by Didier Sornette & Wei-Xing Zhou - Finite-Time Singularity Signature of Hyperinflation (RePEc:arx:papers:physics/0301007)
by D. Sornette & H. Takayasu & W. -X. Zhou - 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 (RePEc:arx:papers:physics/0301023)
by W. -X. Zhou & D. Sornette - 2000-2003 Real Estate Bubble in the UK but not in the USA (RePEc:arx:papers:physics/0303028)
by W. -X. Zhou & D. Sornette - Self-fulfilling Ising Model of Financial Markets (RePEc:arx:papers:physics/0503230)
by Wei-Xing Zhou & Didier Sornette - Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction (RePEc:arx:papers:physics/0505079)
by Wei-Xing Zhou & Didier Sornette - Is There a Real-Estate Bubble in the US? (RePEc:arx:papers:physics/0506027)
by Wei-Xing Zhou & Didier Sornette - Statistical properties of daily ensemble variables in the Chinese stock markets (RePEc:arx:papers:physics/0603147)
by Gao-Feng Gu & Wei-Xing Zhou - Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates (RePEc:arx:papers:physics/0607197)
by Wei-Xing Zhou & Didier Sornette - Scale invariant multiplier and multifractality of absolute returns in stock markets (RePEc:arx:papers:physics/0609210)
by Zhi-Qiang Jiang & Wei-Xing Zhou - Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature (RePEc:arx:papers:physics/0701017)
by Gao-Feng Gu & Wei Chen & Wei-Xing Zhou - A case study of speculative financial bubbles in the South African stock market 2003-2006 (RePEc:arx:papers:physics/0701171)
by Wei-Xing Zhou & Didier Sornette - Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market (RePEc:arx:papers:physics/0702035)
by Zhi-Qiang Jiang & Liang Guo & Wei-Xing Zhou - Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles (RePEc:chf:rpseri:rp0939)
by Zhi-Qiang JIANG & Wei-Xing ZHOU & Didier SORNETTE & Ryan WOODARD & Ken BASTIAENSEN & Peter CAUWELS - The US stock market leads the Federal funds rate and Treasury bond yields (RePEc:chf:rpseri:rp1105)
by Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE - Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model (RePEc:chf:rpseri:rp1129)
by Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou - Investment strategies used as spectroscopy of financial markets reveal new stylized facts (RePEc:chf:rpseri:rp1130)
by Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE - Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies (RePEc:chf:rpseri:rp1457)
by Hao MENG & Wei-Xing ZHOU & Didier SORNETTE - Recurrence Interval Analysis of Financial Time Series (RePEc:cup:cbooks:9781009381734)
by Zhou,Wei-Xing & Jiang,Zhi-Qiang & Xie,Wen-Jie - Recurrence Interval Analysis of Financial Time Series (RePEc:cup:cbooks:9781009486613)
by Zhou,Wei-Xing & Jiang,Zhi-Qiang & Xie,Wen-Jie - Statistical properties of user activity fluctuations in virtual worlds (RePEc:eee:chsofr:v:105:y:2017:i:c:p:271-278)
by Yang, Yan-Hong & Xie, Wen-Jie & Li, Ming-Xia & Jiang, Zhi-Qiang & Zhou, Wei-Xing - Do the global grain spot markets exhibit multifractal nature? (RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008426)
by Gao, Xing-Lu & Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing - Reconstruction of international energy trade networks with given marginal data: A comparative analysis (RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103)
by Xu, Hai-Chuan & Wang, Zhi-Yuan & Jawadi, Fredj & Zhou, Wei-Xing - Unraveling the effects of network, direct and indirect reciprocity in online societies (RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923001777)
by Jiang, Zhi-Qiang & Wang, Peng & Ma, Jun-Chao & Zhu, Peican & Han, Zhen & Podobnik, Boris & Stanley, H. Eugene & Zhou, Wei-Xing & Alfaro-Bittner, Karin & Boccaletti, Stefano - Quantifying the status of economies in international crop trade networks: A correlation structure analysis of various node-ranking metrics (RePEc:eee:chsofr:v:172:y:2023:i:c:s096007792300468x)
by Zhang, Yin-Ting & Zhou, Wei-Xing - Finite-size effect and the components of multifractality in financial volatility (RePEc:eee:chsofr:v:45:y:2012:i:2:p:147-155)
by Zhou, Wei-Xing - Stylized facts of price gaps in limit order books (RePEc:eee:chsofr:v:88:y:2016:i:c:p:48-58)
by Gu, Gao-Feng & Xiong, Xiong & Zhang, Yong-Jie & Chen, Wei & Zhang, Wei & Zhou, Wei-Xing - Extreme value statistics and recurrence intervals of NYMEX energy futures volatility (RePEc:eee:ecmode:v:36:y:2014:i:c:p:8-17)
by Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing - Identifying states of global financial market based on information flow network motifs (RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100084x)
by Xie, Wen-Jie & Yong, Yang & Wei, Na & Yue, Peng & Zhou, Wei-Xing - Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market (RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100098x)
by Shi, Huai-Long & Zhou, Wei-Xing - Order imbalances and market efficiency: New evidence from the Chinese stock market (RePEc:eee:ememar:v:38:y:2019:i:c:p:458-467)
by Zhang, Ting & Gu, Gao-Feng & Zhou, Wei-Xing - Learning representation of stock traders and immediate price impacts (RePEc:eee:ememar:v:48:y:2021:i:c:s1566014120306002)
by Xie, Wen-Jie & Li, Mu-Yao & Zhou, Wei-Xing - Robustness of the international oil trade network under targeted attacks to economies (RePEc:eee:energy:v:251:y:2022:i:c:s0360544222008428)
by Wei, Na & Xie, Wen-Jie & Zhou, Wei-Xing - A weekly sentiment index and the cross-section of stock returns (RePEc:eee:finlet:v:27:y:2018:i:c:p:135-139)
by Xu, Hai-Chuan & Zhou, Wei-Xing - A global economic policy uncertainty index from principal component analysis (RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319310542)
by Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing - Hierarchical contagions in the interdependent financial network (RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596)
by Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing - Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates (RePEc:eee:intfin:v:49:y:2017:i:c:p:173-183)
by Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier - Factor volatility spillover and its implications on factor premia (RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068)
by Shi, Huai-Long & Zhou, Wei-Xing - Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets (RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000884)
by Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing - Predictability of large future changes in major financial indices (RePEc:eee:intfor:v:22:y:2006:i:1:p:153-168)
by Sornette, Didier & Zhou, Wei-Xing - The double-edged role of social learning: Flash crash and lower total volatility (RePEc:eee:jeborg:v:182:y:2021:i:c:p:405-420)
by Xu, Hai-Chuan & Zhang, Wei & Xiong, Xiong & Wang, Xue & Zhou, Wei-Xing - The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots (RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111)
by Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei - Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles (RePEc:eee:jeborg:v:74:y:2010:i:3:p:149-162)
by Jiang, Zhi-Qiang & Zhou, Wei-Xing & Sornette, Didier & Woodard, Ryan & Bastiaensen, Ken & Cauwels, Peter - Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data (RePEc:eee:jmacro:v:28:y:2006:i:1:p:195-224)
by Zhou, Wei-Xing & Sornette, Didier - Carbon volatility connectedness and the role of external uncertainties: Evidence from China (RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023)
by Chen, Huayi & Shi, Huai-Long & Zhou, Wei-Xing - The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002951)
by Dai, Peng-Fei & Xiong, Xiong & Zhang, Jin & Zhou, Wei-Xing - An interpretable machine-learned model for international oil trade network (RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002210)
by Xie, Wen-Jie & Wei, Na & Zhou, Wei-Xing - News coverage and portfolio returns: Evidence from China (RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x18304104)
by Li, Cong-Cong & Xu, Hai-Chuan & Zhou, Wei-Xing - On the properties of random multiplicative measures with the multipliers exponentially distributed (RePEc:eee:phsmap:v:294:y:2001:i:3:p:273-282)
by Zhou, Wei-Xing & Yu, Zun-Hong - Finite-time singularity signature of hyperinflation (RePEc:eee:phsmap:v:325:y:2003:i:3:p:492-506)
by Sornette, D & Takayasu, H & Zhou, W.-X - 2000–2003 real estate bubble in the UK but not in the USA (RePEc:eee:phsmap:v:329:y:2003:i:1:p:249-263)
by Zhou, Wei-Xing & Sornette, Didier - Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (RePEc:eee:phsmap:v:330:y:2003:i:3:p:543-583)
by Zhou, Wei-Xing & Sornette, Didier - Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction (RePEc:eee:phsmap:v:330:y:2003:i:3:p:584-604)
by Zhou, Wei-Xing & Sornette, Didier - 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 (RePEc:eee:phsmap:v:332:y:2004:i:c:p:412-440)
by Sornette, Didier & Zhou, Wei-Xing - Antibubble and prediction of China's stock market and real-estate (RePEc:eee:phsmap:v:337:y:2004:i:1:p:243-268)
by Zhou, Wei-Xing & Sornette, Didier - Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000 (RePEc:eee:phsmap:v:337:y:2004:i:3:p:586-608)
by Zhou, Wei-Xing & Sornette, Didier - Bubble, critical zone and the crash of Royal Ahold (RePEc:eee:phsmap:v:346:y:2005:i:3:p:529-560)
by Broekstra, Gerrit & Sornette, Didier & Zhou, Wei-Xing - Testing the stability of the 2000 US stock market “antibubble” (RePEc:eee:phsmap:v:348:y:2005:i:c:p:428-452)
by Zhou, Wei-Xing & Sornette, Didier - Inverse statistics in stock markets: Universality and idiosyncracy (RePEc:eee:phsmap:v:353:y:2005:i:c:p:433-444)
by Zhou, Wei-Xing & Yuan, Wei-Kang - Fundamental factors versus herding in the 2000–2005 US stock market and prediction (RePEc:eee:phsmap:v:360:y:2006:i:2:p:459-482)
by Zhou, Wei-Xing & Sornette, Didier - Is there a real-estate bubble in the US? (RePEc:eee:phsmap:v:361:y:2006:i:1:p:297-308)
by Zhou, Wei-Xing & Sornette, Didier - Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets (RePEc:eee:phsmap:v:370:y:2006:i:2:p:704-726)
by Sornette, Didier & Zhou, Wei-Xing - Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling (RePEc:eee:phsmap:v:375:y:2007:i:2:p:741-752)
by Zhou, Wei-Xing & Jiang, Zhi-Qiang & Sornette, Didier - Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates (RePEc:eee:phsmap:v:380:y:2007:i:c:p:287-296)
by Zhou, Wei-Xing & Sornette, Didier - Scale invariant distribution and multifractality of volatility multipliers in stock markets (RePEc:eee:phsmap:v:381:y:2007:i:c:p:343-350)
by Jiang, Zhi-Qiang & Zhou, Wei-Xing - Statistical properties of daily ensemble variables in the Chinese stock markets (RePEc:eee:phsmap:v:383:y:2007:i:2:p:497-506)
by Gu, Gao-Feng & Zhou, Wei-Xing - Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices (RePEc:eee:phsmap:v:387:y:2008:i:1:p:243-260)
by Zhou, Wei-Xing & Sornette, Didier - Empirical regularities of order placement in the Chinese stock market (RePEc:eee:phsmap:v:387:y:2008:i:13:p:3173-3182)
by Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing - Multifractality in stock indexes: Fact or Fiction? (RePEc:eee:phsmap:v:387:y:2008:i:14:p:3605-3614)
by Jiang, Zhi-Qiang & Zhou, Wei-Xing - Multifractal analysis of Chinese stock volatilities based on the partition function approach (RePEc:eee:phsmap:v:387:y:2008:i:19:p:4881-4888)
by Jiang, Zhi-Qiang & Zhou, Wei-Xing - Empirical distributions of Chinese stock returns at different microscopic timescales (RePEc:eee:phsmap:v:387:y:2008:i:2:p:495-502)
by Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing - Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests (RePEc:eee:phsmap:v:387:y:2008:i:2:p:503-510)
by Qian, Xi-Yuan & Song, Fu-Tie & Zhou, Wei-Xing - Empirical shape function of limit-order books in the Chinese stock market (RePEc:eee:phsmap:v:387:y:2008:i:21:p:5182-5188)
by Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing - Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index (RePEc:eee:phsmap:v:387:y:2008:i:21:p:5211-5218)
by Mu, Guo-Hua & Zhou, Wei-Xing - Scaling in the distribution of intertrade durations of Chinese stocks (RePEc:eee:phsmap:v:387:y:2008:i:23:p:5818-5825)
by Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing - Statistical properties of world investment networks (RePEc:eee:phsmap:v:388:y:2009:i:12:p:2450-2460)
by Song, Dong-Ming & Jiang, Zhi-Qiang & Zhou, Wei-Xing - Numerical investigations of discrete scale invariance in fractals and multifractal measures (RePEc:eee:phsmap:v:388:y:2009:i:13:p:2623-2639)
by Zhou, Wei-Xing & Sornette, Didier - 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 (RePEc:eee:phsmap:v:388:y:2009:i:17:p:3345-3354)
by Ji, Li-Jun & Zhou, Wei-Xing & Liu, Hai-Feng & Gong, Xin & Wang, Fu-Chen & Yu, Zun-Hong - Scaling and memory in the return intervals of realized volatility (RePEc:eee:phsmap:v:388:y:2009:i:22:p:4787-4796)
by Ren, Fei & Gu, Gao-Feng & Zhou, Wei-Xing - Detrended fluctuation analysis of intertrade durations (RePEc:eee:phsmap:v:388:y:2009:i:4:p:433-440)
by Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing - A case study of speculative financial bubbles in the South African stock market 2003–2006 (RePEc:eee:phsmap:v:388:y:2009:i:6:p:869-880)
by Zhou, Wei-Xing & Sornette, Didier - Statistical properties of volatility return intervals of Chinese stocks (RePEc:eee:phsmap:v:388:y:2009:i:6:p:881-890)
by Ren, Fei & Guo, Liang & Zhou, Wei-Xing - The 2006–2008 oil bubble: Evidence of speculation, and prediction (RePEc:eee:phsmap:v:388:y:2009:i:8:p:1571-1576)
by Sornette, Didier & Woodard, Ryan & Zhou, Wei-Xing - Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence (RePEc:eee:phsmap:v:389:y:2010:i:13:p:2675-2681)
by Liu, Chuang & Zhou, Wei-Xing & Yuan, Wei-Kang - Scaling and memory in the non-Poisson process of limit order cancelation (RePEc:eee:phsmap:v:389:y:2010:i:14:p:2751-2761)
by Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing - Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change (RePEc:eee:phsmap:v:389:y:2010:i:17:p:3538-3545)
by Song, Fu-Tie & Zhou, Wei-Xing - On the growth of primary industry and population of China’s counties (RePEc:eee:phsmap:v:389:y:2010:i:18:p:3876-3882)
by Xie, Wen-Jie & Gu, Gao-Feng & Zhou, Wei-Xing - Empirical regularities of opening call auction in Chinese stock market (RePEc:eee:phsmap:v:389:y:2010:i:2:p:278-286)
by Gu, Gao-Feng & Ren, Fei & Ni, Xiao-Hui & Chen, Wei & Zhou, Wei-Xing - Complex stock trading network among investors (RePEc:eee:phsmap:v:389:y:2010:i:21:p:4929-4941)
by Jiang, Zhi-Qiang & Zhou, Wei-Xing - Statistical properties of online avatar numbers in a massive multiplayer online role-playing game (RePEc:eee:phsmap:v:389:y:2010:i:4:p:807-814)
by Jiang, Zhi-Qiang & Ren, Fei & Gu, Gao-Feng & Tan, Qun-Zhao & Zhou, Wei-Xing - Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index (RePEc:eee:phsmap:v:390:y:2011:i:20:p:3592-3601)
by Xie, Wen-Jie & Zhou, Wei-Xing - Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes (RePEc:eee:phsmap:v:390:y:2011:i:23:p:4388-4395)
by Qian, Xi-Yuan & Gu, Gao-Feng & Zhou, Wei-Xing - Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant (RePEc:eee:phsmap:v:390:y:2011:i:9:p:1646-1654)
by Ruan, Yong-Ping & Zhou, Wei-Xing - Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm (RePEc:eee:phsmap:v:391:y:2012:i:22:p:5704-5711)
by Liu, Chuang & Zhou, Wei-Xing - Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (RePEc:eee:phsmap:v:392:y:2013:i:19:p:4417-4428)
by Sornette, Didier & Woodard, Ryan & Yan, Wanfeng & Zhou, Wei-Xing - Testing the weak-form efficiency of the WTI crude oil futures market (RePEc:eee:phsmap:v:405:y:2014:i:c:p:235-244)
by Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing - Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant (RePEc:eee:phsmap:v:419:y:2015:i:c:p:575-584)
by Li, Ming-Xia & Jiang, Zhi-Qiang & Xie, Wen-Jie & Xiong, Xiong & Zhang, Wei & Zhou, Wei-Xing - Testing the performance of technical trading rules in the Chinese markets based on superior predictive test (RePEc:eee:phsmap:v:439:y:2015:i:c:p:114-123)
by Wang, Shan & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing - Profitability of simple technical trading rules of Chinese stock exchange indexes (RePEc:eee:phsmap:v:439:y:2015:i:c:p:75-84)
by Zhu, Hong & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing - Power-law tails in the distribution of order imbalance (RePEc:eee:phsmap:v:483:y:2017:i:c:p:201-208)
by Zhang, Ting & Gu, Gao-Feng & Xu, Hai-Chuan & Xiong, Xiong & Chen, Wei & Zhou, Wei-Xing - Time series momentum and contrarian effects in the Chinese stock market (RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318)
by Shi, Huai-Long & Zhou, Wei-Xing - Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets (RePEc:eee:phsmap:v:486:y:2017:i:c:p:397-407)
by Shi, Huai-Long & Zhou, Wei-Xing - The cooling-off effect of price limits in the Chinese stock markets (RePEc:eee:phsmap:v:505:y:2018:i:c:p:153-163)
by Wan, Yu-Lei & Wang, Gang-Jin & Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing - Structural properties of statistically validated empirical information networks (RePEc:eee:phsmap:v:523:y:2019:i:c:p:747-756)
by Han, Rui-Qi & Li, Ming-Xia & Chen, Wei & Zhou, Wei-Xing & Stanley, H. Eugene - Visibility graph analysis of economy policy uncertainty indices (RePEc:eee:phsmap:v:531:y:2019:i:c:s0378437119310118)
by Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing - Comparing selection strategies for engineering research hotspots (RePEc:eee:phsmap:v:534:y:2019:i:c:s037843711931324x)
by Cai, Fang & Zheng, Wen-Jiang & Zhang, Xiao & Ji, Jiu-Ming & Zhou, Wei-Xing - Exponentially decayed double power-law distribution of Bitcoin trade sizes (RePEc:eee:phsmap:v:535:y:2019:i:c:s037843711931369x)
by Li, Mu-Yao & Cai, Qing & Gu, Gao-Feng & Zhou, Wei-Xing - City logistics networks based on online freight orders in China (RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121006063)
by Ma, Jun-Chao & Wang, Li & Jiang, Zhi-Qiang & Yan, Wanfeng & Zhou, Wei-Xing - Predicting tail events in a RIA-EVT-Copula framework (RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003703)
by Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing - How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method (RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122004952)
by Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing - Visibility graph analysis of the grains and oilseeds indices (RePEc:eee:phsmap:v:650:y:2024:i:c:s0378437124005132)
by Liu, Hao-Ran & Li, Ming-Xia & Zhou, Wei-Xing - Correlation structure analysis of the global agricultural futures market (RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000654)
by Dai, Yun-Shi & Huynh, Ngoc Quang Anh & Zheng, Qing-Huan & Zhou, Wei-Xing - Reconstruction of international energy trade networks with given marginal data: A comparative analysis (RePEc:hal:journl:hal-04454597)
by Hai-Chuan Xu & Zhi-Yuan Wang & Fredj Jawadi & Wei-Xing Zhou - Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework (RePEc:hal:journl:hal-04478741)
by Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou - Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents (RePEc:hin:jnlaaa:328498)
by Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou - An Agent-Based Computational Model for China’s Stock Market and Stock Index Futures Market (RePEc:hin:jnlmpe:563912)
by Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou - Hierarchical contagions in the interdependent financial network (RePEc:kan:wpaper:202113)
by William Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou - Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns (RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9612-1)
by Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou - Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach (RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1)
by Fenghua Wen & Kaiyan Weng & Wei-Xing Zhou - The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields (RePEc:plo:pone00:0022794)
by Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette - Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts (RePEc:plo:pone00:0024391)
by Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette - Dynamic Evolution of Cross-Correlations in the Chinese Stock Market (RePEc:plo:pone00:0097711)
by Fei Ren & Wei-Xing Zhou - Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets (RePEc:plo:pone00:0120312)
by Yu-Lei Wan & Wen-Jie Xie & Gao-Feng Gu & Zhi-Qiang Jiang & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou - Profitability of Contrarian Strategies in the Chinese Stock Market (RePEc:plo:pone00:0137892)
by Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou - Temporal and spatial correlation patterns of air pollutants in Chinese cities (RePEc:plo:pone00:0182724)
by Yue-Hua Dai & Wei-Xing Zhou - Modeling aggressive market order placements with Hawkes factor models (RePEc:plo:pone00:0226667)
by Hai-Chuan Xu & Wei-Xing Zhou - Hierarchical contagions in the interdependent financial network (RePEc:pra:mprapa:108421)
by Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing - Correlation structure and principal components in the global crude oil market (RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1057-1)
by Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou - Sector connectedness in the Chinese stock markets (RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02036-0)
by Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou - Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework (RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x)
by Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou - Self-organizing Ising model of financial markets (RePEc:spr:eurphb:v:55:y:2007:i:2:p:175-181)
by W.-X. Zhou & D. Sornette - Quantifying bid-ask spreads in the Chinese stock market using limit-order book data (RePEc:spr:eurphb:v:57:y:2007:i:1:p:81-87)
by G.-F. Gu & W. Chen & W.-X. Zhou - Endogenous and exogenous dynamics in the fluctuations of capital fluxes (RePEc:spr:eurphb:v:57:y:2007:i:3:p:347-355)
by Z.-Q. Jiang & L. Guo & W.-X. Zhou - On the probability distribution of stock returns in the Mike-Farmer model (RePEc:spr:eurphb:v:67:y:2009:i:4:p:585-592)
by G.-F. Gu & W.-X. Zhou - Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market (RePEc:spr:eurphb:v:68:y:2009:i:1:p:145-152)
by G.-H. Mu & W. Chen & J. Kertész & W.-X. Zhou - Anatomizing the Elo transfer network of Weiqi players (RePEc:spr:eurphb:v:94:y:2021:i:8:d:10.1140_epjb_s10051-021-00180-1)
by Ming-Xia Li & Wei-Xing Zhou - Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks (RePEc:spr:eurphb:v:96:y:2023:i:2:d:10.1140_epjb_s10051-023-00493-3)
by Jian-An Li & Li Wang & Wen-Jie Xie & Wei-Xing Zhou - An empirical behavioral order-driven model with price limit rules (RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00288-4)
by Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yongjie Zhang & Wei Chen & Wei-Xing Zhou - Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles (RePEc:stz:wpaper:ccss-09-00008)
by D. Sornette & Zhi-Qiang Jiang & Wei-Xing Zhou & Ryan Woodard & Ken Bastiaensen & Peter Cauwels - Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles (RePEc:stz:wpaper:ccss-09-008)
by Zhi-Qiang Jiang & Wei-Xing Zhou & D. Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels - Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model (RePEc:stz:wpaper:eth-rc-11-004)
by Didier Sornette & Ryan Woodard, & Wanfeng Yan & Wei-Xing Zhou - Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts (RePEc:stz:wpaper:eth-rc-11-005)
by Wei-Xing Zhou & Guo-Hua Mu & Si-Wei Chen & Didier Sornette - The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach (RePEc:taf:eurjfi:v:29:y:2023:i:16:p:1933-1956)
by William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou - Universal price impact functions of individual trades in an order-driven market (RePEc:taf:quantf:v:12:y:2012:i:8:p:1253-1263)
by Wei-Xing Zhou - Analysis of trade packages in the Chinese stock market (RePEc:taf:quantf:v:13:y:2013:i:7:p:1071-1089)
by Fei Ren & Wei-Xing Zhou - Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets (RePEc:taf:quantf:v:16:y:2016:i:11:p:1713-1724)
by Zhi-Qiang Jiang & Askery Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou - Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (RePEc:taf:quantf:v:17:y:2017:i:6:p:959-977)
by Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette - Short term prediction of extreme returns based on the recurrence interval analysis (RePEc:taf:quantf:v:18:y:2018:i:3:p:353-370)
by Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou - The US 2000-2002 market descent: How much longer and deeper? (RePEc:taf:quantf:v:2:y:2002:i:6:p:468-481)
by Didier Sornette & Wei-Xing Zhou - The US 2000-2002 market descent: clarification (RePEc:taf:quantf:v:3:y:2003:i:3:p:39-41)
by Didier Sornette & Wei-Xing Zhou - Non-parametric determination of real-time lag structure between two time series: the 'optimal thermal causal path' method (RePEc:taf:quantf:v:5:y:2005:i:6:p:577-591)
by Didier Sornette & Wei-Xing Zhou - Tail dependence networks of global stock markets (RePEc:wly:ijfiec:v:24:y:2019:i:1:p:558-567)
by Fenghua Wen & Xin Yang & Wei‐Xing Zhou - Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis (RePEc:wsi:fracta:v:31:y:2023:i:07:n:s0218348x23500901)
by Li Wang & Xing-Lu Gao & Wei-Xing Zhou - Statistical Significance Of Periodicity And Log-Periodicity With Heavy-Tailed Correlated Noise (RePEc:wsi:ijmpcx:v:13:y:2002:i:02:n:s0129183102003024)
by Wei-Xing Zhou & Didier Sornette - New Evidence Of Discrete Scale Invariance In The Energy Dissipation Of Three-Dimensional Turbulence: Correlation Approach And Direct Spectral Detection (RePEc:wsi:ijmpcx:v:14:y:2003:i:04:n:s0129183103004632)
by Wei-Xing Zhou & Didier Sornette & Vladilen Pisarenko - Nonparametric Analyses Of Log-Periodic Precursors To Financial Crashes (RePEc:wsi:ijmpcx:v:14:y:2003:i:08:n:s0129183103005212)
by Wei-Xing Zhou & Didier Sornette - Statistical properties of the international seed trade networks for rice and maize (RePEc:wsi:ijmpcx:v:34:y:2023:i:05:n:s0129183123500687)
by Hao-Ran Liu & Li-Jie Sun & Wei-Xing Zhou