Wei-Xing Zhou
Personal Details
First Name: | Wei-Xing |
Middle Name: | |
Last Name: | Zhou |
Suffix: | |
RePEc Short-ID: | pzh846 |
[This author has chosen not to make the email address public] | |
Affiliation
School of Business
East China University of Science and Technology
Shanghai, Chinahttp://bs.ecust.edu.cn/
RePEc:edi:ccecucn (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024. "Contemporaneous and lagged spillovers across crude oil, carbon emission allowance, climate change, and agriculture futures markets: Evidence from the $R^2$ decomposed connectedness approach," Papers 2408.09669, arXiv.org.
- Na Wei & Wen-Jie Xie & Wei-Xing Zhou, 2024. "Resilience of international oil trade networks under extreme event shock-recovery simulations," Papers 2406.11467, arXiv.org.
- Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou, 2024. "The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model," Papers 2404.01641, arXiv.org.
- Han-Yu Zhu & Peng-Fei Dai & Wei-Xing Zhou, 2024. "Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets," Papers 2403.01745, arXiv.org.
- Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai, 2023.
"The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots,"
Papers
2310.16850, arXiv.org.
- Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei, 2024. "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 91-111.
- Jian-An Li & Li Wang & Wen-Jie Xie & Wei-Xing Zhou, 2023.
"Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks,"
Papers
2302.13695, arXiv.org.
- Jian-An Li & Li Wang & Wen-Jie Xie & Wei-Xing Zhou, 2023. "Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(2), pages 1-9, February.
- Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou, 2023.
"Correlation structure analysis of the global agricultural futures market,"
Papers
2310.16849, arXiv.org.
- Dai, Yun-Shi & Huynh, Ngoc Quang Anh & Zheng, Qing-Huan & Zhou, Wei-Xing, 2022. "Correlation structure analysis of the global agricultural futures market," Research in International Business and Finance, Elsevier, vol. 61(C).
- Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou, 2023.
"Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets,"
Papers
2303.11030, arXiv.org.
- Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing, 2023. "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Hao-Ran Liu & Ming-Xia Li & Wei-Xing Zhou, 2023.
"Visibility graph analysis of the grains and oilseeds indices,"
Papers
2304.05760, arXiv.org, revised Aug 2024.
- Liu, Hao-Ran & Li, Ming-Xia & Zhou, Wei-Xing, 2024. "Visibility graph analysis of the grains and oilseeds indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 650(C).
- Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023.
"Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis,"
Papers
2306.10496, arXiv.org.
- Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
- Hai-Chuan Xu & Zhi-Yuan Wang & Fredj Jawadi & Wei-Xing Zhou, 2023.
"Reconstruction of international energy trade networks with given marginal data: A comparative analysis,"
Post-Print
hal-04454597, HAL.
- Xu, Hai-Chuan & Wang, Zhi-Yuan & Jawadi, Fredj & Zhou, Wei-Xing, 2023. "Reconstruction of international energy trade networks with given marginal data: A comparative analysis," Chaos, Solitons & Fractals, Elsevier, vol. 167(C).
- Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2022.
"Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework,"
Post-Print
hal-04478741, HAL.
- Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2023. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Empirical Economics, Springer, vol. 65(1), pages 93-110, July.
- Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou, 2021.
"How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method,"
Papers
2106.04421, arXiv.org, revised May 2022.
- Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021.
"Hierarchical contagions in the interdependent financial network,"
Papers
2106.14168, arXiv.org, revised Jun 2022.
- Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2022. "Hierarchical contagions in the interdependent financial network," Journal of Financial Stability, Elsevier, vol. 61(C).
- Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2021. "Hierarchical contagions in the interdependent financial network," MPRA Paper 108421, University Library of Munich, Germany.
- William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021. "Hierarchical contagions in the interdependent financial network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202113, University of Kansas, Department of Economics, revised Jun 2021.
- Peng Yue & Qing Cai & Wanfeng Yan & Wei-Xing Zhou, 2020. "Information flow networks of Chinese stock market sectors," Papers 2004.08759, arXiv.org.
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2020.
"Visibility graph analysis of economy policy uncertainty indices,"
Papers
2007.12880, arXiv.org.
- Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2019. "Visibility graph analysis of economy policy uncertainty indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2020.
"The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model,"
Papers
2007.12838, arXiv.org.
- Dai, Peng-Fei & Xiong, Xiong & Zhang, Jin & Zhou, Wei-Xing, 2022. "The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model," Resources Policy, Elsevier, vol. 78(C).
- Peng Yue & Yaodong Fan & Jonathan A. Batten & Wei-Xing Zhou, 2020. "Information transfer between stock market sectors: A comparison between the USA and China," Papers 2004.07612, arXiv.org.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020.
"Sector connectedness in the Chinese stock markets,"
Papers
2002.09097, arXiv.org.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2022. "Sector connectedness in the Chinese stock markets," Empirical Economics, Springer, vol. 62(2), pages 825-852, February.
- Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020.
"Predicting tail events in a RIA-EVT-Copula framework,"
Papers
2004.03190, arXiv.org, revised Apr 2020.
- Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022. "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
- Wen-Jie Xie & Na Wei & Wei-Xing Zhou, 2020. "Evolving efficiency and robustness of global oil trade networks," Papers 2004.05325, arXiv.org.
- Peng Wang & Jun-Chao Ma & Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette, 2019. "Comparative analysis of layered structures in empirical investor networks and cellphone communication networks," Papers 1907.01119, arXiv.org.
- Huai-Long Shi & Wei-Xing Zhou, 2019.
"Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market,"
Papers
1910.13115, arXiv.org, revised Oct 2022.
- Shi, Huai-Long & Zhou, Wei-Xing, 2021. "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Fenghua Wen & Yujie Yuan & Wei-Xing Zhou, 2019. "Cross-shareholding networks and stock price synchronicity: Evidence from China," Papers 1903.01655, arXiv.org.
- Hai-Chuan Xu & Gao-Feng Gu & Wei-Xing Zhou, 2019. "Direct determination approach for the multifractal detrending moving average analysis," Papers 1902.04437, arXiv.org.
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2019.
"A global economic policy uncertainty index from principal component analysis,"
Papers
1907.05049, arXiv.org, revised Jul 2019.
- Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2021. "A global economic policy uncertainty index from principal component analysis," Finance Research Letters, Elsevier, vol. 40(C).
- Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Zhi-Qiang Jiang & Wei-Xing Zhou, 2018. "Multifractal characteristics and return predictability in the Chinese stock markets," Papers 1806.07604, arXiv.org.
- Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2018.
"Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates,"
Papers
1803.09432, arXiv.org.
- Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier, 2017. "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 173-183.
- Hai-Chuan Xu & Wei-Xing Zhou, 2018.
"Modeling aggressive market order placements with Hawkes factor models,"
Papers
1811.08076, arXiv.org.
- Hai-Chuan Xu & Wei-Xing Zhou, 2020. "Modeling aggressive market order placements with Hawkes factor models," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-12, January.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou & Didier Sornette, 2018. "Multifractal analysis of financial markets," Papers 1805.04750, arXiv.org.
- Yu-Lei Wan & Gang-Jin Wang & Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2018.
"The cooling-off effect of price limits in the Chinese stock markets,"
Papers
1803.09422, arXiv.org.
- Wan, Yu-Lei & Wang, Gang-Jin & Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2018. "The cooling-off effect of price limits in the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 153-163.
- H. -L. Shi & W. -X. Zhou, 2017.
"Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets,"
Papers
1707.05552, arXiv.org.
- Shi, Huai-Long & Zhou, Wei-Xing, 2017. "Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 397-407.
- Peng Yue & Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei-Xing Zhou, 2017. "Linear and nonlinear correlations in order aggressiveness of Chinese stocks," Papers 1707.05604, arXiv.org.
- Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yong-Jie Zhang & Wei Chen & Wei-Xing Zhou, 2017.
"An empirical behavioural order-driven model with price limit rules,"
Papers
1704.04354, arXiv.org.
- Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yongjie Zhang & Wei Chen & Wei-Xing Zhou, 2021. "An empirical behavioral order-driven model with price limit rules," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
- T. Zhang & G. -F. Gu & H. -C. Xu & X. Xiong & W. Chen & W. -X. Zhou, 2017.
"Power-law tails in the distribution of order imbalance,"
Papers
1707.05550, arXiv.org.
- Zhang, Ting & Gu, Gao-Feng & Xu, Hai-Chuan & Xiong, Xiong & Chen, Wei & Zhou, Wei-Xing, 2017. "Power-law tails in the distribution of order imbalance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 201-208.
- Huai-Long Shi & Wei-Xing Zhou, 2017.
"Time series momentum and contrarian effects in the Chinese stock market,"
Papers
1702.07374, arXiv.org.
- Shi, Huai-Long & Zhou, Wei-Xing, 2017. "Time series momentum and contrarian effects in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 309-318.
- Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2016.
"Short term prediction of extreme returns based on the recurrence interval analysis,"
Papers
1610.08230, arXiv.org.
- Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2018. "Short term prediction of extreme returns based on the recurrence interval analysis," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 353-370, March.
- Rui-Qi Han & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2016. "Market correlation structure changes around the Great Crash," Papers 1602.00125, arXiv.org.
- Hai-Chuan Xu & Zhi-Qiang Jiang & Wei-Xing Zhou, 2016. "Immediate price impact of a stock and its warrant: Power-law or logarithmic model?," Papers 1611.04091, arXiv.org.
- Wen-Jie Xie & Ming-Xia Li & Hai-Chuan Xu & Wei Chen & Wei-Xing Zhou & H. E. Stanley, 2016. "Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks," Papers 1611.06666, arXiv.org, revised Dec 2016.
- Zhi-Qiang Jiang & Yan-Hong Yang & Gang-Jin Wang & Wei-Xing Zhou, 2016. "Joint multifractal analysis based on wavelet leaders," Papers 1611.00897, arXiv.org.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2016. "Time-varying return predictability in the Chinese stock market," Papers 1611.04090, arXiv.org.
- Zhi-Qiang Jiang & Xing-Lu Gao & Wei-Xing Zhou & H. Eugene Stanley, 2016. "Multifractal cross wavelet analysis," Papers 1610.09519, arXiv.org, revised Feb 2018.
- Qing Cai & Hai-Chuan Xu & Wei-Xing Zhou, 2016. "Taylor's Law of temporal fluctuation scaling in stock illiquidity," Papers 1610.01149, arXiv.org.
- Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou & H Eugene Stanley, 2016. "Limit-order book resiliency after effective market orders: Spread, depth and intensity," Papers 1602.00731, arXiv.org, revised Feb 2017.
- Ying-Hui Shao & Gao-Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015. "Effects of polynomial trends on detrending moving average analysis," Papers 1505.02750, arXiv.org.
- Wen-Jie Xie & Zhi-Qiang Jiang & Gao-Feng Gu & Xiong Xiong & Wei-Xing Zhou, 2015. "Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application," Papers 1509.05952, arXiv.org.
- Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015.
"Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets,"
Papers
1508.07505, arXiv.org.
- Zhi-Qiang Jiang & Askery Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2016. "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Quantitative Finance, Taylor & Francis Journals, vol. 16(11), pages 1713-1724, November.
- Hao Meng & Wen-Jie Xie & Wei-Xing Zhou, 2015. "Club Convergence of House Prices: Evidence from China's Ten Key Cities," Papers 1503.05550, arXiv.org.
- Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Testing the performance of technical trading rules in the Chinese market," Papers 1504.06397, arXiv.org.
- Hong Zhu & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015.
"Profitability of simple technical trading rules of Chinese stock exchange indexes,"
Papers
1504.04254, arXiv.org.
- Zhu, Hong & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Profitability of simple technical trading rules of Chinese stock exchange indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 75-84.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015.
"Profitability of contrarian strategies in the Chinese stock market,"
Papers
1505.00328, arXiv.org.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015. "Profitability of Contrarian Strategies in the Chinese Stock Market," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-22, September.
- Yu-Lei Wan & Wen-Jie Xie & Gao-Feng Gu & Zhi-Qiang Jiang & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2015.
"Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets,"
Papers
1503.03548, arXiv.org.
- Yu-Lei Wan & Wen-Jie Xie & Gao-Feng Gu & Zhi-Qiang Jiang & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2015. "Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-20, April.
- Xi-Yuan Qian & Ya-Min Liu & Zhi-Qiang Jiang & Boris Podobnik & Wei-Xing Zhou & H. Eugene Stanley, 2015. "Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces," Papers 1504.02435, arXiv.org, revised Apr 2015.
- Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2014.
"Correlation structure and principal components in global crude oil market,"
Papers
1405.5000, arXiv.org.
- Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2016. "Correlation structure and principal components in the global crude oil market," Empirical Economics, Springer, vol. 51(4), pages 1501-1519, December.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014.
"Wealth share analysis with "fundamentalist/chartist" heterogeneous agents,"
Papers
1405.5939, arXiv.org.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-11, May.
- B. Podobnik & A. Majdandzic & C. Curme & Z. Qiao & W. -X. Zhou & H. E. Stanley & B. Li, 2014. "Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks," Papers 1401.7450, arXiv.org.
- Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014. "Stylized facts of price gaps in limit order books: Evidence from Chinese stocks," Papers 1405.1247, arXiv.org.
- Gao-Feng Gu & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & Wei-Xing Zhou, 2014. "Empirical properties of inter-cancellation durations in the Chinese stock market," Papers 1403.3478, arXiv.org.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014.
"An agent-based computational model for China's stock market and stock index futures market,"
Papers
1404.1052, arXiv.org.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "An Agent-Based Computational Model for China’s Stock Market and Stock Index Futures Market," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-10, April.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2014.
"Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies,"
Papers
1408.5618, arXiv.org, revised Feb 2018.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2017. "Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies," Quantitative Finance, Taylor & Francis Journals, vol. 17(6), pages 959-977, June.
- Hao MENG & Wei-Xing ZHOU & Didier SORNETTE, 2014. "Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies," Swiss Finance Institute Research Paper Series 14-57, Swiss Finance Institute, revised Nov 2014.
- Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014.
"Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns,"
Papers
1404.1051, arXiv.org, revised Feb 2018.
- Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2017. "Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 50(4), pages 579-594, December.
- Ming-Xia Li & Zhi-Qiang Jiang & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2013.
"Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant,"
Papers
1308.0925, arXiv.org.
- Li, Ming-Xia & Jiang, Zhi-Qiang & Xie, Wen-Jie & Xiong, Xiong & Zhang, Wei & Zhou, Wei-Xing, 2015. "Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 575-584.
- Fei Ren & Wei-Xing Zhou, 2013.
"Dynamic evolution of cross-correlations in the Chinese stock market,"
Papers
1308.1154, arXiv.org, revised Dec 2013.
- Fei Ren & Wei-Xing Zhou, 2014. "Dynamic Evolution of Cross-Correlations in the Chinese Stock Market," PLOS ONE, Public Library of Science, vol. 9(5), pages 1-15, May.
- Hao Meng & Wen-Jie Xie & Zhi-Qiang Jiang & Boris Podobnik & Wei-Xing Zhou & H. Eugene Stanley, 2013. "Systemic risk and spatiotemporal dynamics of the US housing market," Papers 1306.2831, arXiv.org.
- Wen-Jie Xie & Zhi-Qiang Jiang & Wei-Xing Zhou, 2012.
"Extreme value statistics and recurrence intervals of NYMEX energy futures volatility,"
Papers
1211.5502, arXiv.org.
- Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, vol. 36(C), pages 8-17.
- Zhi-Qiang Jiang & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & W. -X. Zhou, 2012. "Trading networks, abnormal motifs and stock manipulation," Papers 1301.0007, arXiv.org.
- Wei-Xing Zhou, 2012. "Determinants of immediate price impacts at the trade level in an emerging order-driven market," Papers 1201.5448, arXiv.org.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012.
"Testing the weak-form efficiency of the WTI crude oil futures market,"
Papers
1211.4686, arXiv.org.
- Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2014. "Testing the weak-form efficiency of the WTI crude oil futures market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 235-244.
- Hao Meng & Fei Ren & Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei-Xing Zhou & Wei Zhang, 2012. "Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations," Papers 1201.2825, arXiv.org.
- W. -X. Zhou & G. -H. Mu & J. Kert'esz, 2012. "Random matrix approach to the dynamics of stock inventory variations," Papers 1201.0433, arXiv.org.
- Ying-Hui Shao & Gao Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette, 2012. "Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series," Papers 1208.4158, arXiv.org.
- Didier Sornette & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011.
"Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model,"
Papers
1107.3171, arXiv.org, revised Jun 2013.
- Didier Sornette & Ryan Woodard, & Wanfeng Yan & Wei-Xing Zhou, "undated". "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model," Working Papers ETH-RC-11-004, ETH Zurich, Chair of Systems Design.
- Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011. "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series 11-29, Swiss Finance Institute.
- Fei Ren & Wei-Xing Zhou, 2011.
"Analysis of trade packages in Chinese stock market,"
Papers
1103.1526, arXiv.org.
- Fei Ren & Wei-Xing Zhou, 2013. "Analysis of trade packages in the Chinese stock market," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1071-1089, January.
- Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011.
"The US stock market leads the Federal funds rate and Treasury bond yields,"
Papers
1102.2138, arXiv.org.
- Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-9, August.
- Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series 11-05, Swiss Finance Institute.
- Dong-Ming Song & Michele Tumminello & Wei-Xing Zhou & Rosario N. Mantegna, 2011. "Evolution of worldwide stock markets, correlation structure and correlation based graphs," Papers 1103.5555, arXiv.org.
- Gao-Feng Gu & Xiong Xiong & Fei Ren & Wei-Xing Zhou & Wei Zhang, 2011. "The position profiles of order cancellations in an emerging stock market," Papers 1112.6085, arXiv.org, revised May 2013.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2011. "Multifractal detrending moving average cross-correlation analysis," Papers 1103.2577, arXiv.org, revised Mar 2011.
- Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011.
"Strategies used as spectroscopy of financial markets reveal new stylized facts,"
Papers
1104.3616, arXiv.org.
- Wei-Xing Zhou & Guo-Hua Mu & Si-Wei Chen & Didier Sornette, "undated". "Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts," Working Papers ETH-RC-11-005, ETH Zurich, Chair of Systems Design.
- Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE, 2011.
"Investment strategies used as spectroscopy of financial markets reveal new stylized facts,"
Swiss Finance Institute Research Paper Series
11-30, Swiss Finance Institute.
- Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011. "Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts," PLOS ONE, Public Library of Science, vol. 6(9), pages 1-9, September.
- Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou, 2010. "The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document," Papers 1005.5675, arXiv.org, revised Nov 2010.
- Guo-Hua Mu & Wei-Xing Zhou & Wei Chen & Janos Kertesz, 2010. "Order flow dynamics around extreme price changes on an emerging stock market," Papers 1003.0168, arXiv.org.
- Fei Ren & Wei-Xing Zhou, 2010. "Recurrence interval analysis of trading volumes," Papers 1002.1653, arXiv.org.
- Fu-Tie Song & Wei-Xing Zhou, 2010.
"Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change,"
Papers
1001.3176, arXiv.org.
- Song, Fu-Tie & Zhou, Wei-Xing, 2010. "Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3538-3545.
- Guo-Hua Mu & Wei-Xing Zhou, 2010. "Nonuniversal distributions of stock returns in an emerging market," Papers 1003.5984, arXiv.org.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2010.
"Complex stock trading network among investors,"
Papers
1003.2459, arXiv.org, revised May 2010.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010. "Complex stock trading network among investors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4929-4941.
- Yong-Ping Ruan & Wei-Xing Zhou, 2010.
"Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant,"
Papers
1008.0160, arXiv.org.
- Ruan, Yong-Ping & Zhou, Wei-Xing, 2011. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
- Gao-Feng Gu & Wei-Xing Zhou, 2010. "Detrending moving average algorithm for multifractals," Papers 1005.0877, arXiv.org, revised Jun 2010.
- Meng-Cen Qian & Zhi-Qiang Jiang & Wei-Xing Zhou, 2009. "Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices," Papers 0910.2524, arXiv.org.
- Gao-Feng Gu & Fei Ren & Xiao-Hui Ni & Wei Chen & Wei-Xing Zhou, 2009.
"Empirical regularities of opening call auction in Chinese stock market,"
Papers
0905.0582, arXiv.org.
- Gu, Gao-Feng & Ren, Fei & Ni, Xiao-Hui & Chen, Wei & Zhou, Wei-Xing, 2010. "Empirical regularities of opening call auction in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(2), pages 278-286.
- Wei-Xing Zhou, 2009. "The components of empirical multifractality in financial returns," Papers 0908.1089, arXiv.org, revised Oct 2009.
- Chuang Liu & Wei-Xing Zhou, 2009. "Superfamily classification of nonstationary time series based on DFA scaling exponents," Papers 0912.2016, arXiv.org.
- Fei Ren & Wei-Xing Zhou, 2009. "Recurrence interval analysis of high-frequency financial returns and its application to risk estimation," Papers 0909.0123, arXiv.org.
- K. Bastiaensen & P. Cauwels & D. Sornette & R. Woodard & W. -X. Zhou, 2009. "The Chinese Equity Bubble: Ready to Burst," Papers 0907.1827, arXiv.org.
- Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou, 2009.
"Scaling and memory in the non-poisson process of limit order cancelation,"
Papers
0911.0057, arXiv.org.
- Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010. "Scaling and memory in the non-Poisson process of limit order cancelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
- Guo-Hua Mu & Wei Chen & J'anos Kert'esz & Wei-Xing Zhou, 2009. "Long-term correlations and multifractal analysis of trading volumes for Chinese stocks," Papers 0904.1042, arXiv.org.
- Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, 2009.
"Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles,"
Papers
0909.1007, arXiv.org, revised Oct 2009.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing & Sornette, Didier & Woodard, Ryan & Bastiaensen, Ken & Cauwels, Peter, 2010. "Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 149-162, June.
- Zhi-Qiang JIANG & Wei-Xing ZHOU & Didier SORNETTE & Ryan WOODARD & Ken BASTIAENSEN & Peter CAUWELS, 2009. "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Swiss Finance Institute Research Paper Series 09-39, Swiss Finance Institute.
- Zhi-Qiang Jiang & Wei-Xing Zhou & D. Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, "undated". "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Working Papers CCSS-09-008, ETH Zurich, Chair of Systems Design.
- Wei-Xing Zhou, 2009.
"Finite-size effect and the components of multifractality in financial volatility,"
Papers
0912.4782, arXiv.org.
- Zhou, Wei-Xing, 2012. "Finite-size effect and the components of multifractality in financial volatility," Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 147-155.
- Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou, 2009. "The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations," Papers 0911.0454, arXiv.org, revised May 2010.
- Fei Ren & Gao-Feng Gu & Wei-Xing Zhou, 2009.
"Scaling and memory in the return intervals of realized volatility,"
Papers
0904.1107, arXiv.org, revised Aug 2009.
- Ren, Fei & Gu, Gao-Feng & Zhou, Wei-Xing, 2009. "Scaling and memory in the return intervals of realized volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(22), pages 4787-4796.
- Xi-Yuan Qian & Wei-Xing Zhou & Gao-Feng Gu, 2009. "Modified detrended fluctuation analysis based on empirical mode decomposition," Papers 0907.3284, arXiv.org.
- D. Sornette & Zhi-Qiang Jiang & Wei-Xing Zhou & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, 2009. "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Working Papers CCSS-09-00008, ETH Zurich, Chair of Systems Design.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2008.
"Multifractal analysis of Chinese stock volatilities based on partition function approach,"
Papers
0801.1710, arXiv.org, revised Feb 2008.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008. "Multifractal analysis of Chinese stock volatilities based on the partition function approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(19), pages 4881-4888.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2008. "Direct evidence for inversion formula in multifractal financial volatility measure," Papers 0801.3494, arXiv.org.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008.
"Scaling in the distribution of intertrade durations of Chinese stocks,"
Papers
0804.3431, arXiv.org, revised Apr 2008.
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2008. "Scaling in the distribution of intertrade durations of Chinese stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(23), pages 5818-5825.
- D. Sornette & R. Woodard & W. -X. Zhou, 2008. "The 2006-2008 Oil Bubble and Beyond," Papers 0806.1170, arXiv.org, revised Jul 2008.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2008.
"Empirical shape function of limit-order books in the Chinese stock market,"
Papers
0801.3712, arXiv.org.
- Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical shape function of limit-order books in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5182-5188.
- Fei Ren & Liang Guo & Wei-Xing Zhou, 2008.
"Statistical properties of volatility return intervals of Chinese stocks,"
Papers
0807.1818, arXiv.org.
- Ren, Fei & Guo, Liang & Zhou, Wei-Xing, 2009. "Statistical properties of volatility return intervals of Chinese stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 881-890.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008.
"Detrended fluctuation analysis of intertrade durations,"
Papers
0806.2444, arXiv.org.
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009. "Detrended fluctuation analysis of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
- Guo-Hua Mu & Wei Chen & J'anos Kert'esz & Wei-Xing Zhou, 2008.
"Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market,"
Papers
0812.1512, arXiv.org.
- G.-H. Mu & W. Chen & J. Kertész & W.-X. Zhou, 2009. "Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 68(1), pages 145-152, March.
- Fei Ren & Wei-Xing Zhou, 2008. "Multiscaling behavior in the volatility return intervals of Chinese indices," Papers 0809.0250, arXiv.org.
- Gao-Feng Gu & Wei-Xing Zhou, 2008.
"On the probability distribution of stock returns in the Mike-Farmer model,"
Papers
0805.3593, arXiv.org.
- G.-F. Gu & W.-X. Zhou, 2009. "On the probability distribution of stock returns in the Mike-Farmer model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(4), pages 585-592, February.
- Gao-Feng Gu & Wei-Xing Zhou, 2008. "Emergence of long memory in stock volatility from a modified Mike-Farmer model," Papers 0807.4639, arXiv.org, revised May 2009.
- Wei-Xing Zhou, 2008. "Multifractal detrended cross-correlation analysis for two nonstationary signals," Papers 0803.2773, arXiv.org.
- Xiao-Hui Ni & Wei-Xing Zhou, 2007. "Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks," Papers 0710.2402, arXiv.org.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007.
"Empirical distributions of Chinese stock returns at different microscopic timescales,"
Papers
0708.3472, arXiv.org.
- Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical distributions of Chinese stock returns at different microscopic timescales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 495-502.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2007.
"Multifractality in stock indexes: Fact or fiction?,"
Papers
0706.2140, arXiv.org.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008. "Multifractality in stock indexes: Fact or Fiction?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3605-3614.
- Guo-Hua Mu & Wei-Xing Zhou, 2007.
"Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index,"
Papers
0709.1219, arXiv.org.
- Mu, Guo-Hua & Zhou, Wei-Xing, 2008. "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5211-5218.
- Wei-Xing Zhou & Didier Sornette, 2007.
"A case study of speculative financial bubbles in the South African stock market 2003-2006,"
Papers
physics/0701171, arXiv.org, revised Oct 2008.
- Zhou, Wei-Xing & Sornette, Didier, 2009. "A case study of speculative financial bubbles in the South African stock market 2003–2006," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 869-880.
- Wei-Xing Zhou, 2007.
"Universal price impact functions of individual trades in an order-driven market,"
Papers
0708.3198, arXiv.org, revised Apr 2008.
- Wei-Xing Zhou, 2012. "Universal price impact functions of individual trades in an order-driven market," Quantitative Finance, Taylor & Francis Journals, vol. 12(8), pages 1253-1263, June.
- Wei-Xing Zhou & Didier Sornette, 2007.
"Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes,"
Papers
0704.0589, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2008. "Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 243-260.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007.
"Empirical regularities of order placement in the Chinese stock market,"
Papers
0712.0912, arXiv.org.
- Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical regularities of order placement in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3173-3182.
- Xi-Yuan Qian & Fu-Tie Song & Wei-Xing Zhou, 2007.
"Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests,"
Papers
0707.2284, arXiv.org.
- Qian, Xi-Yuan & Song, Fu-Tie & Zhou, Wei-Xing, 2008. "Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 503-510.
- Zhi-Qiang Jiang & Liang Guo & Wei-Xing Zhou, 2007. "Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market," Papers physics/0702035, arXiv.org.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2006. "Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature," Papers physics/0701017, arXiv.org, revised Mar 2007.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2006. "Scale invariant multiplier and multifractality of absolute returns in stock markets," Papers physics/0609210, arXiv.org, revised Feb 2007.
- Gao-Feng Gu & Wei-Xing Zhou, 2006.
"Statistical properties of daily ensemble variables in the Chinese stock markets,"
Papers
physics/0603147, arXiv.org.
- Gu, Gao-Feng & Zhou, Wei-Xing, 2007. "Statistical properties of daily ensemble variables in the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(2), pages 497-506.
- Wei-Xing Zhou & Didier Sornette, 2006.
"Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates,"
Papers
physics/0607197, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2007. "Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 287-296.
- Wei-Xing Zhou & Didier Sornette, 2005.
"Is There a Real-Estate Bubble in the US?,"
Papers
physics/0506027, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2006. "Is there a real-estate bubble in the US?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 361(1), pages 297-308.
- Wei-Xing Zhou & Didier Sornette, 2005.
"Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction,"
Papers
physics/0505079, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2006. "Fundamental factors versus herding in the 2000–2005 US stock market and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 459-482.
- Didier Sornette & Wei-Xing Zhou, 2005.
"Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets,"
Papers
cond-mat/0503607, arXiv.org, revised Mar 2005.
- Sornette, Didier & Zhou, Wei-Xing, 2006. "Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(2), pages 704-726.
- Wei-Xing Zhou & Didier Sornette, 2005. "Self-fulfilling Ising Model of Financial Markets," Papers physics/0503230, arXiv.org.
- D. Sornette & W. -X. Zhou, 2004.
"Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method,"
Papers
cond-mat/0408166, arXiv.org.
- Didier Sornette & Wei-Xing Zhou, 2005. "Non-parametric determination of real-time lag structure between two time series: the 'optimal thermal causal path' method," Quantitative Finance, Taylor & Francis Journals, vol. 5(6), pages 577-591.
- Wei-Xing Zhou & Wei-Kang Yuan, 2004.
"Inverse statistics in stock markets: Universality and idiosyncracy,"
Papers
cond-mat/0410225, arXiv.org, revised Oct 2004.
- Zhou, Wei-Xing & Yuan, Wei-Kang, 2005. "Inverse statistics in stock markets: Universality and idiosyncracy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 433-444.
- G. Broekstra & D. Sornette & W. -X. Zhou, 2004.
"Bubble, Critical Zone and the Crash of Royal Ahold,"
Papers
cond-mat/0403563, arXiv.org.
- Broekstra, Gerrit & Sornette, Didier & Zhou, Wei-Xing, 2005. "Bubble, critical zone and the crash of Royal Ahold," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 529-560.
- D. Sornette & W. -X. Zhou, 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,"
Papers
cond-mat/0306496, arXiv.org.
- Sornette, Didier & Zhou, Wei-Xing, 2004. "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," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 412-440.
- D. Sornette & W. -X. Zhou, 2003.
"The US 2000-2003 Market Descent: Clarifications,"
Papers
cond-mat/0305004, arXiv.org.
- Didier Sornette & Wei-Xing Zhou, 2003. "The US 2000-2002 market descent: clarification," Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 39-41.
- W. -X. Zhou & D. Sornette, 2003. "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," Papers physics/0301023, arXiv.org, revised Aug 2003.
- W. -X. Zhou & D. Sornette, 2003.
"2000-2003 Real Estate Bubble in the UK but not in the USA,"
Papers
physics/0303028, arXiv.org, revised Jul 2003.
- Zhou, Wei-Xing & Sornette, Didier, 2003. "2000–2003 real estate bubble in the UK but not in the USA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 329(1), pages 249-263.
- D. Sornette & H. Takayasu & W. -X. Zhou, 2003.
"Finite-Time Singularity Signature of Hyperinflation,"
Papers
physics/0301007, arXiv.org.
- Sornette, D & Takayasu, H & Zhou, W.-X, 2003. "Finite-time singularity signature of hyperinflation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 325(3), pages 492-506.
- W. -X. Zhou & D. Sornette, 2003.
"Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000,"
Papers
cond-mat/0312658, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2004. "Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(3), pages 586-608.
- W. -X. Zhou & D. Sornette, 2003.
"Antibubble and Prediction of China's stock market and Real-Estate,"
Papers
cond-mat/0312149, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2004. "Antibubble and prediction of China's stock market and real-estate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(1), pages 243-268.
- W. -X. Zhou & D. Sornette, 2003. "Testing the Stability of the 2000-2003 US Stock Market "Antibubble"," Papers cond-mat/0310092, arXiv.org, revised Sep 2004.
- D. Sornette & W. -X. Zhou, 2003.
"Predictability of large future changes in major financial indices,"
Papers
cond-mat/0304601, arXiv.org, revised Aug 2004.
- Sornette, Didier & Zhou, Wei-Xing, 2006. "Predictability of large future changes in major financial indices," International Journal of Forecasting, Elsevier, vol. 22(1), pages 153-168.
- D. Sornette & W. -X. Zhou, 2002.
"The US 2000-2002 Market Descent: How Much Longer and Deeper?,"
Papers
cond-mat/0209065, arXiv.org.
- Didier Sornette & Wei-Xing Zhou, 2002. "The US 2000-2002 market descent: How much longer and deeper?," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 468-481.
- W. -X. Zhou & D. Sornette, 2002.
"Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000,"
Papers
cond-mat/0212010, arXiv.org, revised Aug 2003.
- Zhou, Wei-Xing & Sornette, Didier, 2003. "Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(3), pages 543-583.
- Wei-Xing Zhou & Didier Sornette, 2002.
"Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes,"
Papers
cond-mat/0205531, arXiv.org.
- Wei-Xing Zhou & Didier Sornette, 2003. "Nonparametric Analyses Of Log-Periodic Precursors To Financial Crashes," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(08), pages 1107-1125.
Articles
- Chen, Huayi & Shi, Huai-Long & Zhou, Wei-Xing, 2024. "Carbon volatility connectedness and the role of external uncertainties: Evidence from China," Journal of Commodity Markets, Elsevier, vol. 33(C).
- Zhou, Wei-Xing & Dai, Yun-Shi & Duong, Kiet Tuan & Dai, Peng-Fei, 2024.
"The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots,"
Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 91-111.
- Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai, 2023. "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Papers 2310.16850, arXiv.org.
- Liu, Hao-Ran & Li, Ming-Xia & Zhou, Wei-Xing, 2024.
"Visibility graph analysis of the grains and oilseeds indices,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 650(C).
- Hao-Ran Liu & Ming-Xia Li & Wei-Xing Zhou, 2023. "Visibility graph analysis of the grains and oilseeds indices," Papers 2304.05760, arXiv.org, revised Aug 2024.
- Hao-Ran Liu & Li-Jie Sun & Wei-Xing Zhou, 2023. "Statistical properties of the international seed trade networks for rice and maize," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 34(05), pages 1-23, May.
- Jian-An Li & Li Wang & Wen-Jie Xie & Wei-Xing Zhou, 2023.
"Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(2), pages 1-9, February.
- Jian-An Li & Li Wang & Wen-Jie Xie & Wei-Xing Zhou, 2023. "Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks," Papers 2302.13695, arXiv.org.
- 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, 2023. "Unraveling the effects of network, direct and indirect reciprocity in online societies," Chaos, Solitons & Fractals, Elsevier, vol. 169(C).
- Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023.
"Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis,"
FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
- Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis," Papers 2306.10496, arXiv.org.
- William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2023. "The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach," The European Journal of Finance, Taylor & Francis Journals, vol. 29(16), pages 1933-1956, November.
- Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2023.
"Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework,"
Empirical Economics, Springer, vol. 65(1), pages 93-110, July.
- Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2022. "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Post-Print hal-04478741, HAL.
- Xie, Wen-Jie & Wei, Na & Zhou, Wei-Xing, 2023. "An interpretable machine-learned model for international oil trade network," Resources Policy, Elsevier, vol. 82(C).
- Zhang, Yin-Ting & Zhou, Wei-Xing, 2023. "Quantifying the status of economies in international crop trade networks: A correlation structure analysis of various node-ranking metrics," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
- Dai, Yun-Shi & Dai, Peng-Fei & Zhou, Wei-Xing, 2023.
"Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Yun-Shi Dai & Peng-Fei Dai & Wei-Xing Zhou, 2023. "Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets," Papers 2303.11030, arXiv.org.
- Xu, Hai-Chuan & Wang, Zhi-Yuan & Jawadi, Fredj & Zhou, Wei-Xing, 2023.
"Reconstruction of international energy trade networks with given marginal data: A comparative analysis,"
Chaos, Solitons & Fractals, Elsevier, vol. 167(C).
- Hai-Chuan Xu & Zhi-Yuan Wang & Fredj Jawadi & Wei-Xing Zhou, 2023. "Reconstruction of international energy trade networks with given marginal data: A comparative analysis," Post-Print hal-04454597, HAL.
- Shi, Huai-Long & Zhou, Wei-Xing, 2022. "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2022.
"Sector connectedness in the Chinese stock markets,"
Empirical Economics, Springer, vol. 62(2), pages 825-852, February.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Sector connectedness in the Chinese stock markets," Papers 2002.09097, arXiv.org.
- Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022.
"Predicting tail events in a RIA-EVT-Copula framework,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
- Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020. "Predicting tail events in a RIA-EVT-Copula framework," Papers 2004.03190, arXiv.org, revised Apr 2020.
- Wei, Na & Xie, Wen-Jie & Zhou, Wei-Xing, 2022. "Robustness of the international oil trade network under targeted attacks to economies," Energy, Elsevier, vol. 251(C).
- Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022.
"How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou, 2021. "How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method," Papers 2106.04421, arXiv.org, revised May 2022.
- Gao, Xing-Lu & Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "Do the global grain spot markets exhibit multifractal nature?," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
- Dai, Yun-Shi & Huynh, Ngoc Quang Anh & Zheng, Qing-Huan & Zhou, Wei-Xing, 2022.
"Correlation structure analysis of the global agricultural futures market,"
Research in International Business and Finance, Elsevier, vol. 61(C).
- Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou, 2023. "Correlation structure analysis of the global agricultural futures market," Papers 2310.16849, arXiv.org.
- Dai, Peng-Fei & Xiong, Xiong & Zhang, Jin & Zhou, Wei-Xing, 2022.
"The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model,"
Resources Policy, Elsevier, vol. 78(C).
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2020. "The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model," Papers 2007.12838, arXiv.org.
- Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2022.
"Hierarchical contagions in the interdependent financial network,"
Journal of Financial Stability, Elsevier, vol. 61(C).
- Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2021. "Hierarchical contagions in the interdependent financial network," MPRA Paper 108421, University Library of Munich, Germany.
- William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021. "Hierarchical contagions in the interdependent financial network," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202113, University of Kansas, Department of Economics, revised Jun 2021.
- William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021. "Hierarchical contagions in the interdependent financial network," Papers 2106.14168, arXiv.org, revised Jun 2022.
- Xie, Wen-Jie & Li, Mu-Yao & Zhou, Wei-Xing, 2021. "Learning representation of stock traders and immediate price impacts," Emerging Markets Review, Elsevier, vol. 48(C).
- Shi, Huai-Long & Zhou, Wei-Xing, 2021.
"Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market,"
The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Huai-Long Shi & Wei-Xing Zhou, 2019. "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," Papers 1910.13115, arXiv.org, revised Oct 2022.
- Xu, Hai-Chuan & Zhang, Wei & Xiong, Xiong & Wang, Xue & Zhou, Wei-Xing, 2021. "The double-edged role of social learning: Flash crash and lower total volatility," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 405-420.
- Ming-Xia Li & Wei-Xing Zhou, 2021. "Anatomizing the Elo transfer network of Weiqi players," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 94(8), pages 1-10, August.
- Xie, Wen-Jie & Yong, Yang & Wei, Na & Yue, Peng & Zhou, Wei-Xing, 2021. "Identifying states of global financial market based on information flow network motifs," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2021.
"A global economic policy uncertainty index from principal component analysis,"
Finance Research Letters, Elsevier, vol. 40(C).
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2019. "A global economic policy uncertainty index from principal component analysis," Papers 1907.05049, arXiv.org, revised Jul 2019.
- Ma, Jun-Chao & Wang, Li & Jiang, Zhi-Qiang & Yan, Wanfeng & Zhou, Wei-Xing, 2021. "City logistics networks based on online freight orders in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
- Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yongjie Zhang & Wei Chen & Wei-Xing Zhou, 2021.
"An empirical behavioral order-driven model with price limit rules,"
Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-24, December.
- Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yong-Jie Zhang & Wei Chen & Wei-Xing Zhou, 2017. "An empirical behavioural order-driven model with price limit rules," Papers 1704.04354, arXiv.org.
- Hai-Chuan Xu & Wei-Xing Zhou, 2020.
"Modeling aggressive market order placements with Hawkes factor models,"
PLOS ONE, Public Library of Science, vol. 15(1), pages 1-12, January.
- Hai-Chuan Xu & Wei-Xing Zhou, 2018. "Modeling aggressive market order placements with Hawkes factor models," Papers 1811.08076, arXiv.org.
- Li, Cong-Cong & Xu, Hai-Chuan & Zhou, Wei-Xing, 2020. "News coverage and portfolio returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
- Fenghua Wen & Kaiyan Weng & Wei-Xing Zhou, 2020. "Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach," Risk Management, Palgrave Macmillan, vol. 22(4), pages 310-337, December.
- Fenghua Wen & Xin Yang & Wei‐Xing Zhou, 2019. "Tail dependence networks of global stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 558-567, January.
- Han, Rui-Qi & Li, Ming-Xia & Chen, Wei & Zhou, Wei-Xing & Stanley, H. Eugene, 2019. "Structural properties of statistically validated empirical information networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 747-756.
- Cai, Fang & Zheng, Wen-Jiang & Zhang, Xiao & Ji, Jiu-Ming & Zhou, Wei-Xing, 2019. "Comparing selection strategies for engineering research hotspots," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
- Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2019.
"Visibility graph analysis of economy policy uncertainty indices,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2020. "Visibility graph analysis of economy policy uncertainty indices," Papers 2007.12880, arXiv.org.
- Li, Mu-Yao & Cai, Qing & Gu, Gao-Feng & Zhou, Wei-Xing, 2019. "Exponentially decayed double power-law distribution of Bitcoin trade sizes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Zhang, Ting & Gu, Gao-Feng & Zhou, Wei-Xing, 2019. "Order imbalances and market efficiency: New evidence from the Chinese stock market," Emerging Markets Review, Elsevier, vol. 38(C), pages 458-467.
- Wan, Yu-Lei & Wang, Gang-Jin & Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2018.
"The cooling-off effect of price limits in the Chinese stock markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 153-163.
- Yu-Lei Wan & Gang-Jin Wang & Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2018. "The cooling-off effect of price limits in the Chinese stock markets," Papers 1803.09422, arXiv.org.
- Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2018.
"Short term prediction of extreme returns based on the recurrence interval analysis,"
Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 353-370, March.
- Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2016. "Short term prediction of extreme returns based on the recurrence interval analysis," Papers 1610.08230, arXiv.org.
- Xu, Hai-Chuan & Zhou, Wei-Xing, 2018. "A weekly sentiment index and the cross-section of stock returns," Finance Research Letters, Elsevier, vol. 27(C), pages 135-139.
- Zhang, Ting & Gu, Gao-Feng & Xu, Hai-Chuan & Xiong, Xiong & Chen, Wei & Zhou, Wei-Xing, 2017.
"Power-law tails in the distribution of order imbalance,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 201-208.
- T. Zhang & G. -F. Gu & H. -C. Xu & X. Xiong & W. Chen & W. -X. Zhou, 2017. "Power-law tails in the distribution of order imbalance," Papers 1707.05550, arXiv.org.
- Shi, Huai-Long & Zhou, Wei-Xing, 2017.
"Time series momentum and contrarian effects in the Chinese stock market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 309-318.
- Huai-Long Shi & Wei-Xing Zhou, 2017. "Time series momentum and contrarian effects in the Chinese stock market," Papers 1702.07374, arXiv.org.
- Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier, 2017.
"Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 173-183.
- Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2018. "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Papers 1803.09432, arXiv.org.
- Yue-Hua Dai & Wei-Xing Zhou, 2017. "Temporal and spatial correlation patterns of air pollutants in Chinese cities," PLOS ONE, Public Library of Science, vol. 12(8), pages 1-24, August.
- Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2017.
"Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns,"
Computational Economics, Springer;Society for Computational Economics, vol. 50(4), pages 579-594, December.
- Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014. "Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns," Papers 1404.1051, arXiv.org, revised Feb 2018.
- Yang, Yan-Hong & Xie, Wen-Jie & Li, Ming-Xia & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2017. "Statistical properties of user activity fluctuations in virtual worlds," Chaos, Solitons & Fractals, Elsevier, vol. 105(C), pages 271-278.
- Shi, Huai-Long & Zhou, Wei-Xing, 2017.
"Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 397-407.
- H. -L. Shi & W. -X. Zhou, 2017. "Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets," Papers 1707.05552, arXiv.org.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2017.
"Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(6), pages 959-977, June.
- Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2014. "Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies," Papers 1408.5618, arXiv.org, revised Feb 2018.
- Hao MENG & Wei-Xing ZHOU & Didier SORNETTE, 2014. "Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies," Swiss Finance Institute Research Paper Series 14-57, Swiss Finance Institute, revised Nov 2014.
- Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2016.
"Correlation structure and principal components in the global crude oil market,"
Empirical Economics, Springer, vol. 51(4), pages 1501-1519, December.
- Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2014. "Correlation structure and principal components in global crude oil market," Papers 1405.5000, arXiv.org.
- Gu, Gao-Feng & Xiong, Xiong & Zhang, Yong-Jie & Chen, Wei & Zhang, Wei & Zhou, Wei-Xing, 2016. "Stylized facts of price gaps in limit order books," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 48-58.
- Zhi-Qiang Jiang & Askery Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2016.
"Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 16(11), pages 1713-1724, November.
- Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015. "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers 1508.07505, arXiv.org.
- Yu-Lei Wan & Wen-Jie Xie & Gao-Feng Gu & Zhi-Qiang Jiang & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2015.
"Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets,"
PLOS ONE, Public Library of Science, vol. 10(4), pages 1-20, April.
- Yu-Lei Wan & Wen-Jie Xie & Gao-Feng Gu & Zhi-Qiang Jiang & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2015. "Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets," Papers 1503.03548, arXiv.org.
- Zhu, Hong & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015.
"Profitability of simple technical trading rules of Chinese stock exchange indexes,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 75-84.
- Hong Zhu & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Profitability of simple technical trading rules of Chinese stock exchange indexes," Papers 1504.04254, arXiv.org.
- Wang, Shan & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Testing the performance of technical trading rules in the Chinese markets based on superior predictive test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 114-123.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015.
"Profitability of Contrarian Strategies in the Chinese Stock Market,"
PLOS ONE, Public Library of Science, vol. 10(9), pages 1-22, September.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015. "Profitability of contrarian strategies in the Chinese stock market," Papers 1505.00328, arXiv.org.
- Li, Ming-Xia & Jiang, Zhi-Qiang & Xie, Wen-Jie & Xiong, Xiong & Zhang, Wei & Zhou, Wei-Xing, 2015.
"Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 575-584.
- Ming-Xia Li & Zhi-Qiang Jiang & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2013. "Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant," Papers 1308.0925, arXiv.org.
- Fei Ren & Wei-Xing Zhou, 2014.
"Dynamic Evolution of Cross-Correlations in the Chinese Stock Market,"
PLOS ONE, Public Library of Science, vol. 9(5), pages 1-15, May.
- Fei Ren & Wei-Xing Zhou, 2013. "Dynamic evolution of cross-correlations in the Chinese stock market," Papers 1308.1154, arXiv.org, revised Dec 2013.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014.
"An Agent-Based Computational Model for China’s Stock Market and Stock Index Futures Market,"
Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-10, April.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "An agent-based computational model for China's stock market and stock index futures market," Papers 1404.1052, arXiv.org.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014.
"Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents,"
Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-11, May.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "Wealth share analysis with "fundamentalist/chartist" heterogeneous agents," Papers 1405.5939, arXiv.org.
- Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2014.
"Testing the weak-form efficiency of the WTI crude oil futures market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 235-244.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012. "Testing the weak-form efficiency of the WTI crude oil futures market," Papers 1211.4686, arXiv.org.
- Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014.
"Extreme value statistics and recurrence intervals of NYMEX energy futures volatility,"
Economic Modelling, Elsevier, vol. 36(C), pages 8-17.
- Wen-Jie Xie & Zhi-Qiang Jiang & Wei-Xing Zhou, 2012. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Papers 1211.5502, arXiv.org.
- Sornette, Didier & Woodard, Ryan & Yan, Wanfeng & Zhou, Wei-Xing, 2013. "Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4417-4428.
- Fei Ren & Wei-Xing Zhou, 2013.
"Analysis of trade packages in the Chinese stock market,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1071-1089, January.
- Fei Ren & Wei-Xing Zhou, 2011. "Analysis of trade packages in Chinese stock market," Papers 1103.1526, arXiv.org.
- Liu, Chuang & Zhou, Wei-Xing, 2012. "Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5704-5711.
- Zhou, Wei-Xing, 2012.
"Finite-size effect and the components of multifractality in financial volatility,"
Chaos, Solitons & Fractals, Elsevier, vol. 45(2), pages 147-155.
- Wei-Xing Zhou, 2009. "Finite-size effect and the components of multifractality in financial volatility," Papers 0912.4782, arXiv.org.
- Wei-Xing Zhou, 2012.
"Universal price impact functions of individual trades in an order-driven market,"
Quantitative Finance, Taylor & Francis Journals, vol. 12(8), pages 1253-1263, June.
- Wei-Xing Zhou, 2007. "Universal price impact functions of individual trades in an order-driven market," Papers 0708.3198, arXiv.org, revised Apr 2008.
- Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011.
"The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields,"
PLOS ONE, Public Library of Science, vol. 6(8), pages 1-9, August.
- Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Papers 1102.2138, arXiv.org.
- Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series 11-05, Swiss Finance Institute.
- Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011.
"Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts,"
PLOS ONE, Public Library of Science, vol. 6(9), pages 1-9, September.
- Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE, 2011. "Investment strategies used as spectroscopy of financial markets reveal new stylized facts," Swiss Finance Institute Research Paper Series 11-30, Swiss Finance Institute.
- Ruan, Yong-Ping & Zhou, Wei-Xing, 2011.
"Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
- Yong-Ping Ruan & Wei-Xing Zhou, 2010. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Papers 1008.0160, arXiv.org.
- Xie, Wen-Jie & Zhou, Wei-Xing, 2011. "Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3592-3601.
- Qian, Xi-Yuan & Gu, Gao-Feng & Zhou, Wei-Xing, 2011. "Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4388-4395.
- Gu, Gao-Feng & Ren, Fei & Ni, Xiao-Hui & Chen, Wei & Zhou, Wei-Xing, 2010.
"Empirical regularities of opening call auction in Chinese stock market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(2), pages 278-286.
- Gao-Feng Gu & Fei Ren & Xiao-Hui Ni & Wei Chen & Wei-Xing Zhou, 2009. "Empirical regularities of opening call auction in Chinese stock market," Papers 0905.0582, arXiv.org.
- Song, Fu-Tie & Zhou, Wei-Xing, 2010.
"Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3538-3545.
- Fu-Tie Song & Wei-Xing Zhou, 2010. "Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change," Papers 1001.3176, arXiv.org.
- Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010.
"Scaling and memory in the non-Poisson process of limit order cancelation,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
- Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou, 2009. "Scaling and memory in the non-poisson process of limit order cancelation," Papers 0911.0057, arXiv.org.
- Jiang, Zhi-Qiang & Ren, Fei & Gu, Gao-Feng & Tan, Qun-Zhao & Zhou, Wei-Xing, 2010. "Statistical properties of online avatar numbers in a massive multiplayer online role-playing game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(4), pages 807-814.
- Liu, Chuang & Zhou, Wei-Xing & Yuan, Wei-Kang, 2010. "Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(13), pages 2675-2681.
- Xie, Wen-Jie & Gu, Gao-Feng & Zhou, Wei-Xing, 2010. "On the growth of primary industry and population of China’s counties," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3876-3882.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing & Sornette, Didier & Woodard, Ryan & Bastiaensen, Ken & Cauwels, Peter, 2010.
"Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles,"
Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 149-162, June.
- Zhi-Qiang JIANG & Wei-Xing ZHOU & Didier SORNETTE & Ryan WOODARD & Ken BASTIAENSEN & Peter CAUWELS, 2009. "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Swiss Finance Institute Research Paper Series 09-39, Swiss Finance Institute.
- Zhi-Qiang Jiang & Wei-Xing Zhou & D. Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, "undated". "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Working Papers CCSS-09-008, ETH Zurich, Chair of Systems Design.
- Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, 2009. "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Papers 0909.1007, arXiv.org, revised Oct 2009.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010.
"Complex stock trading network among investors,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4929-4941.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2010. "Complex stock trading network among investors," Papers 1003.2459, arXiv.org, revised May 2010.
- Sornette, Didier & Woodard, Ryan & Zhou, Wei-Xing, 2009. "The 2006–2008 oil bubble: Evidence of speculation, and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1571-1576.
- G.-F. Gu & W.-X. Zhou, 2009.
"On the probability distribution of stock returns in the Mike-Farmer model,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(4), pages 585-592, February.
- Gao-Feng Gu & Wei-Xing Zhou, 2008. "On the probability distribution of stock returns in the Mike-Farmer model," Papers 0805.3593, arXiv.org.
- Ren, Fei & Guo, Liang & Zhou, Wei-Xing, 2009.
"Statistical properties of volatility return intervals of Chinese stocks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 881-890.
- Fei Ren & Liang Guo & Wei-Xing Zhou, 2008. "Statistical properties of volatility return intervals of Chinese stocks," Papers 0807.1818, arXiv.org.
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009.
"Detrended fluctuation analysis of intertrade durations,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008. "Detrended fluctuation analysis of intertrade durations," Papers 0806.2444, arXiv.org.
- Song, Dong-Ming & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2009. "Statistical properties of world investment networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(12), pages 2450-2460.
- Zhou, Wei-Xing & Sornette, Didier, 2009. "Numerical investigations of discrete scale invariance in fractals and multifractal measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(13), pages 2623-2639.
- Zhou, Wei-Xing & Sornette, Didier, 2009.
"A case study of speculative financial bubbles in the South African stock market 2003–2006,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 869-880.
- Wei-Xing Zhou & Didier Sornette, 2007. "A case study of speculative financial bubbles in the South African stock market 2003-2006," Papers physics/0701171, arXiv.org, revised Oct 2008.
- G.-H. Mu & W. Chen & J. Kertész & W.-X. Zhou, 2009.
"Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market,"
The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 68(1), pages 145-152, March.
- Guo-Hua Mu & Wei Chen & J'anos Kert'esz & Wei-Xing Zhou, 2008. "Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market," Papers 0812.1512, arXiv.org.
- Ji, Li-Jun & Zhou, Wei-Xing & Liu, Hai-Feng & Gong, Xin & Wang, Fu-Chen & Yu, Zun-Hong, 2009. "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," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3345-3354.
- Ren, Fei & Gu, Gao-Feng & Zhou, Wei-Xing, 2009.
"Scaling and memory in the return intervals of realized volatility,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(22), pages 4787-4796.
- Fei Ren & Gao-Feng Gu & Wei-Xing Zhou, 2009. "Scaling and memory in the return intervals of realized volatility," Papers 0904.1107, arXiv.org, revised Aug 2009.
- Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008.
"Empirical regularities of order placement in the Chinese stock market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3173-3182.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007. "Empirical regularities of order placement in the Chinese stock market," Papers 0712.0912, arXiv.org.
- Mu, Guo-Hua & Zhou, Wei-Xing, 2008.
"Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5211-5218.
- Guo-Hua Mu & Wei-Xing Zhou, 2007. "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Papers 0709.1219, arXiv.org.
- Qian, Xi-Yuan & Song, Fu-Tie & Zhou, Wei-Xing, 2008.
"Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 503-510.
- Xi-Yuan Qian & Fu-Tie Song & Wei-Xing Zhou, 2007. "Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests," Papers 0707.2284, arXiv.org.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008.
"Multifractal analysis of Chinese stock volatilities based on the partition function approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(19), pages 4881-4888.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2008. "Multifractal analysis of Chinese stock volatilities based on partition function approach," Papers 0801.1710, arXiv.org, revised Feb 2008.
- Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008.
"Empirical shape function of limit-order books in the Chinese stock market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5182-5188.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2008. "Empirical shape function of limit-order books in the Chinese stock market," Papers 0801.3712, arXiv.org.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008.
"Multifractality in stock indexes: Fact or Fiction?,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3605-3614.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2007. "Multifractality in stock indexes: Fact or fiction?," Papers 0706.2140, arXiv.org.
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2008.
"Scaling in the distribution of intertrade durations of Chinese stocks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(23), pages 5818-5825.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008. "Scaling in the distribution of intertrade durations of Chinese stocks," Papers 0804.3431, arXiv.org, revised Apr 2008.
- Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008.
"Empirical distributions of Chinese stock returns at different microscopic timescales,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 495-502.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007. "Empirical distributions of Chinese stock returns at different microscopic timescales," Papers 0708.3472, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2008.
"Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 243-260.
- Wei-Xing Zhou & Didier Sornette, 2007. "Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes," Papers 0704.0589, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2007.
"Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 287-296.
- Wei-Xing Zhou & Didier Sornette, 2006. "Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates," Papers physics/0607197, arXiv.org.
- G.-F. Gu & W. Chen & W.-X. Zhou, 2007. "Quantifying bid-ask spreads in the Chinese stock market using limit-order book data," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(1), pages 81-87, May.
- W.-X. Zhou & D. Sornette, 2007. "Self-organizing Ising model of financial markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 55(2), pages 175-181, January.
- Gu, Gao-Feng & Zhou, Wei-Xing, 2007.
"Statistical properties of daily ensemble variables in the Chinese stock markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(2), pages 497-506.
- Gao-Feng Gu & Wei-Xing Zhou, 2006. "Statistical properties of daily ensemble variables in the Chinese stock markets," Papers physics/0603147, arXiv.org.
- Zhou, Wei-Xing & Jiang, Zhi-Qiang & Sornette, Didier, 2007. "Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 741-752.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2007. "Scale invariant distribution and multifractality of volatility multipliers in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 381(C), pages 343-350.
- Z.-Q. Jiang & L. Guo & W.-X. Zhou, 2007. "Endogenous and exogenous dynamics in the fluctuations of capital fluxes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(3), pages 347-355, June.
- Zhou, Wei-Xing & Sornette, Didier, 2006. "Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 195-224, March.
- Sornette, Didier & Zhou, Wei-Xing, 2006.
"Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(2), pages 704-726.
- Didier Sornette & Wei-Xing Zhou, 2005. "Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets," Papers cond-mat/0503607, arXiv.org, revised Mar 2005.
- Zhou, Wei-Xing & Sornette, Didier, 2006.
"Fundamental factors versus herding in the 2000–2005 US stock market and prediction,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 459-482.
- Wei-Xing Zhou & Didier Sornette, 2005. "Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction," Papers physics/0505079, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2006.
"Is there a real-estate bubble in the US?,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 361(1), pages 297-308.
- Wei-Xing Zhou & Didier Sornette, 2005. "Is There a Real-Estate Bubble in the US?," Papers physics/0506027, arXiv.org.
- Sornette, Didier & Zhou, Wei-Xing, 2006.
"Predictability of large future changes in major financial indices,"
International Journal of Forecasting, Elsevier, vol. 22(1), pages 153-168.
- D. Sornette & W. -X. Zhou, 2003. "Predictability of large future changes in major financial indices," Papers cond-mat/0304601, arXiv.org, revised Aug 2004.
- Zhou, Wei-Xing & Sornette, Didier, 2005. "Testing the stability of the 2000 US stock market “antibubble”," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 348(C), pages 428-452.
- Zhou, Wei-Xing & Yuan, Wei-Kang, 2005.
"Inverse statistics in stock markets: Universality and idiosyncracy,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 433-444.
- Wei-Xing Zhou & Wei-Kang Yuan, 2004. "Inverse statistics in stock markets: Universality and idiosyncracy," Papers cond-mat/0410225, arXiv.org, revised Oct 2004.
- Didier Sornette & Wei-Xing Zhou, 2005.
"Non-parametric determination of real-time lag structure between two time series: the 'optimal thermal causal path' method,"
Quantitative Finance, Taylor & Francis Journals, vol. 5(6), pages 577-591.
- D. Sornette & W. -X. Zhou, 2004. "Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method," Papers cond-mat/0408166, arXiv.org.
- Broekstra, Gerrit & Sornette, Didier & Zhou, Wei-Xing, 2005.
"Bubble, critical zone and the crash of Royal Ahold,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 529-560.
- G. Broekstra & D. Sornette & W. -X. Zhou, 2004. "Bubble, Critical Zone and the Crash of Royal Ahold," Papers cond-mat/0403563, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2004.
"Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(3), pages 586-608.
- W. -X. Zhou & D. Sornette, 2003. "Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000," Papers cond-mat/0312658, arXiv.org.
- Sornette, Didier & Zhou, Wei-Xing, 2004.
"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,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 412-440.
- D. Sornette & W. -X. Zhou, 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," Papers cond-mat/0306496, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2004.
"Antibubble and prediction of China's stock market and real-estate,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(1), pages 243-268.
- W. -X. Zhou & D. Sornette, 2003. "Antibubble and Prediction of China's stock market and Real-Estate," Papers cond-mat/0312149, arXiv.org.
- Wei-Xing Zhou & Didier Sornette, 2003.
"Nonparametric Analyses Of Log-Periodic Precursors To Financial Crashes,"
International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(08), pages 1107-1125.
- Wei-Xing Zhou & Didier Sornette, 2002. "Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes," Papers cond-mat/0205531, arXiv.org.
- Didier Sornette & Wei-Xing Zhou, 2003.
"The US 2000-2002 market descent: clarification,"
Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 39-41.
- D. Sornette & W. -X. Zhou, 2003. "The US 2000-2003 Market Descent: Clarifications," Papers cond-mat/0305004, arXiv.org.
- Wei-Xing Zhou & Didier Sornette & Vladilen Pisarenko, 2003. "New Evidence Of Discrete Scale Invariance In The Energy Dissipation Of Three-Dimensional Turbulence: Correlation Approach And Direct Spectral Detection," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 459-470.
- Zhou, Wei-Xing & Sornette, Didier, 2003. "Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(3), pages 584-604.
- Sornette, D & Takayasu, H & Zhou, W.-X, 2003.
"Finite-time singularity signature of hyperinflation,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 325(3), pages 492-506.
- D. Sornette & H. Takayasu & W. -X. Zhou, 2003. "Finite-Time Singularity Signature of Hyperinflation," Papers physics/0301007, arXiv.org.
- Zhou, Wei-Xing & Sornette, Didier, 2003.
"2000–2003 real estate bubble in the UK but not in the USA,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 329(1), pages 249-263.
- W. -X. Zhou & D. Sornette, 2003. "2000-2003 Real Estate Bubble in the UK but not in the USA," Papers physics/0303028, arXiv.org, revised Jul 2003.
- Zhou, Wei-Xing & Sornette, Didier, 2003.
"Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(3), pages 543-583.
- W. -X. Zhou & D. Sornette, 2002. "Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000," Papers cond-mat/0212010, arXiv.org, revised Aug 2003.
- Didier Sornette & Wei-Xing Zhou, 2002.
"The US 2000-2002 market descent: How much longer and deeper?,"
Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 468-481.
- D. Sornette & W. -X. Zhou, 2002. "The US 2000-2002 Market Descent: How Much Longer and Deeper?," Papers cond-mat/0209065, arXiv.org.
- Wei-Xing Zhou & Didier Sornette, 2002. "Statistical Significance Of Periodicity And Log-Periodicity With Heavy-Tailed Correlated Noise," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 137-169.
- Zhou, Wei-Xing & Yu, Zun-Hong, 2001. "On the properties of random multiplicative measures with the multipliers exponentially distributed," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 294(3), pages 273-282.
Books
- Zhou,Wei-Xing & Jiang,Zhi-Qiang & Xie,Wen-Jie, 2024.
"Recurrence Interval Analysis of Financial Time Series,"
Cambridge Books,
Cambridge University Press, number 9781009381734, September.
- Zhou,Wei-Xing & Jiang,Zhi-Qiang & Xie,Wen-Jie, 2024. "Recurrence Interval Analysis of Financial Time Series," Cambridge Books, Cambridge University Press, number 9781009486613, September.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 81 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MST: Market Microstructure (21) 2009-09-26 2009-09-26 2009-11-07 2010-02-20 2010-03-13 2010-03-28 2010-08-14 2011-03-19 2012-02-15 2013-08-10 2014-03-22 2014-04-05 2014-05-09 2015-03-22 2015-05-02 2016-02-12 2016-11-20 2016-11-27 2017-04-23 2018-04-09 2018-12-03. Author is listed
- NEP-TRA: Transition Economics (21) 2010-01-16 2010-04-11 2013-08-10 2014-03-22 2014-04-05 2014-05-09 2015-03-22 2015-03-22 2015-04-19 2015-05-02 2015-05-09 2016-02-04 2016-11-20 2017-03-05 2017-07-23 2018-04-09 2018-07-16 2019-03-11 2019-11-04 2020-03-23 2023-12-04. Author is listed
- NEP-FMK: Financial Markets (20) 2010-01-16 2011-02-19 2011-03-19 2012-01-10 2012-12-06 2013-08-10 2014-03-22 2014-04-05 2014-04-05 2014-05-09 2015-05-09 2015-09-05 2016-02-04 2016-02-12 2016-11-20 2017-03-05 2018-07-16 2019-03-11 2019-11-04 2020-03-23. Author is listed
- NEP-RMG: Risk Management (13) 2013-06-16 2014-04-05 2015-09-05 2016-10-30 2018-05-28 2019-11-04 2020-03-23 2020-04-13 2023-04-17 2023-12-04 2023-12-04 2024-04-01 2024-04-29. Author is listed
- NEP-AGR: Agricultural Economics (10) 2012-02-15 2023-03-20 2023-04-17 2023-05-15 2023-07-24 2023-12-04 2023-12-04 2024-04-01 2024-04-29 2024-09-30. Author is listed
- NEP-ECM: Econometrics (10) 2010-05-15 2012-09-03 2015-04-19 2015-05-16 2015-09-05 2015-09-26 2016-10-30 2016-11-06 2016-11-06 2020-04-13. Author is listed
- NEP-ETS: Econometric Time Series (9) 2010-01-16 2010-05-15 2011-03-26 2012-01-25 2015-04-19 2015-05-16 2016-11-06 2019-02-18 2020-08-31. Author is listed
- NEP-CNA: China (8) 2015-03-22 2015-05-02 2017-03-05 2019-03-11 2020-03-23 2020-04-20 2020-08-31 2024-04-01. Author is listed
- NEP-NET: Network Economics (7) 2013-01-12 2013-08-10 2014-02-02 2020-05-04 2021-06-28 2021-07-26 2023-03-20. Author is listed
- NEP-ENE: Energy Economics (6) 2012-12-06 2012-12-10 2014-05-24 2020-08-31 2024-07-22 2024-09-30. Author is listed
- NEP-CMP: Computational Economics (5) 2014-04-05 2014-04-05 2014-06-02 2016-11-06 2017-04-23. Author is listed
- NEP-FOR: Forecasting (5) 2014-02-02 2015-09-05 2016-10-30 2020-04-13 2020-08-31. Author is listed
- NEP-BAN: Banking (3) 2021-06-28 2021-06-28 2021-07-26
- NEP-CBA: Central Banking (3) 2011-02-19 2021-06-28 2021-07-26
- NEP-INT: International Trade (3) 2023-03-20 2024-04-29 2024-07-22
- NEP-CIS: Confederation of Independent States (2) 2011-02-19 2023-12-04
- NEP-EXP: Experimental Economics (2) 2009-11-07 2017-04-23
- NEP-MAC: Macroeconomics (2) 2016-07-23 2024-04-29
- NEP-MON: Monetary Economics (2) 2011-02-19 2018-04-16
- NEP-URE: Urban and Real Estate Economics (2) 2013-06-16 2015-03-22
- NEP-DES: Economic Design (1) 2023-04-17
- NEP-ENV: Environmental Economics (1) 2023-07-24
- NEP-FDG: Financial Development and Growth (1) 2021-07-26
- NEP-HME: Heterodox Microeconomics (1) 2018-05-28
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-07-15
- NEP-UPT: Utility Models and Prospect Theory (1) 2014-06-02
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