Publications
by members of
East China University of Science and Technology → School of Business
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.This page is updated in the first days of each month.
| Working papers | Journal articles | Books |
Working papers
2026
- Han-Yu Zhu & Maria Cristina Rulli & Wei-Xing Zhou, 2026, "Import dependence and per capita production are main determinants of economies' food supply robustness under production shocks," Papers, arXiv.org, number 2608.01010, Aug.
2025
- Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025, "Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods," Papers, arXiv.org, number 2501.15173, Jan.
- Ying-Hui Shao & Yan-Hong Yang & Han-Xian Zhou & Wei-Xing Zhou, 2025, "Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets," Papers, arXiv.org, number 2503.01148, Mar, revised Jun 2025.
- Ting Zhang & Peng-Fei Li & Wei-Xing Zhou, 2025, "Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis," Papers, arXiv.org, number 2503.06599, Mar.
- Zhang, Ting & Li, Peng-Fei & Zhou, Wei-Xing, 2025, "Spillover effects between climate policy uncertainty, energy markets, and food markets: A time–frequency analysis," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107553.
- Ting Zhang & Hai-Chuan Xu & Wei-Xing Zhou, 2025, "The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets," Papers, arXiv.org, number 2503.06603, Mar.
- Han-Yu Zhu & Yin-Ting Zhang & Wen-Jie Xie & Wei-Xing Zhou, 2025, "Structural robustness of the international food supply network under external shocks and its determinants," Papers, arXiv.org, number 2504.08857, Apr.
- Yun-Shi Dai & Peng-Fei Dai & St'ephane Goutte & Duc Khuong Nguyen & Wei-Xing Zhou, 2025, "Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective," Papers, arXiv.org, number 2510.24174, Oct.
2024
- Bill Dupor & Marie Hogan & Jingchao Li, 2024, "A Decomposition of the Phillips Curve’s Flattening," Working Papers, Federal Reserve Bank of St. Louis, number 2025-002, Nov, DOI: 10.20955/wp.2025.002.
- Han-Yu Zhu & Peng-Fei Dai & Wei-Xing Zhou, 2024, "Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets," Papers, arXiv.org, number 2403.01745, Mar.
- 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, arXiv.org, number 2404.01641, Apr.
- Na Wei & Wen-Jie Xie & Wei-Xing Zhou, 2024, "Resilience of international oil trade networks under extreme event shock-recovery simulations," Papers, arXiv.org, number 2406.11467, Jun.
- Wei, Na & Xie, Wen-Jie & Zhou, Wei-Xing, 2025, "Resilience of international oil trade networks under extreme event shock-recovery simulations," Energy, Elsevier, volume 314, issue C, DOI: 10.1016/j.energy.2024.134174.
- Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024, "Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change," Papers, arXiv.org, number 2408.09669, Aug, revised Dec 2024.
- Yang, Yan-Hong & Shao, Ying-Hui & Zhou, Wei-Xing, 2025, "Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106374.
- Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2024, "Uncertainty and financial market resilience: Evidence from China," Papers, arXiv.org, number 2409.18422, Sep, revised Nov 2025.
- Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2026, "Uncertainty and financial market resilience: evidence from China," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-26, September, DOI: 10.1057/s41283-026-00223-w.
- Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024, "Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets," Papers, arXiv.org, number 2409.19307, Sep, revised Aug 2025.
- Ying-Hui Shao & Xing-Lu Gao & Yan-Hong Yang & Wei-Xing Zhou, 2024, "Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties," Papers, arXiv.org, number 2410.02798, Sep.
- Ying-Hui Shao & Xing-Lu Gao & Yan-Hong Yang & Wei-Xing Zhou, 2025, "Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-32, December, DOI: 10.1186/s40854-024-00669-5.
- Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou, 2024, "Risk spillovers between the BRICS and the U.S. staple grain futures markets," Papers, arXiv.org, number 2412.15738, Dec, revised Dec 2024.
- Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2025, "Risk spillovers between the BRICS and the U.S. staple grain futures markets," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106835.
2023
- 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, arXiv.org, number 2302.13695, Feb.
- 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, volume 96, issue 2, pages 1-9, February, DOI: 10.1140/epjb/s10051-023-00493-3.
- 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, arXiv.org, number 2303.11030, Mar.
- 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, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101820.
- Hao-Ran Liu & Ming-Xia Li & Wei-Xing Zhou, 2023, "Visibility graph analysis of the grains and oilseeds indices," Papers, arXiv.org, number 2304.05760, Apr, 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, volume 650, issue C, DOI: 10.1016/j.physa.2024.130004.
- 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, arXiv.org, number 2306.10496, Jun.
- 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., volume 31, issue 07, pages 1-24, DOI: 10.1142/S0218348X23500901.
- Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou, 2023, "Correlation structure analysis of the global agricultural futures market," Papers, arXiv.org, number 2310.16849, Oct.
- 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, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101677.
- 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, arXiv.org, number 2310.16850, Oct.
- 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, volume 217, issue C, pages 91-111, DOI: 10.1016/j.jebo.2023.11.004.
- 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, number hal-04454597, Feb, DOI: 10.1016/j.chaos.2022.113031.
- 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, volume 167, issue C, DOI: 10.1016/j.chaos.2022.113031.
2022
- 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, number hal-04478741, Dec, DOI: 10.1007/s00181-022-02338-x.
- 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, volume 65, issue 1, pages 93-110, July, DOI: 10.1007/s00181-022-02338-x.
2021
- Timothy G. Conley & Bill Dupor & Mahdi Ebsim & Jingchao Li & Peter B. McCrory, 2021, "The Local-Spillover Decomposition of an Aggregate Causal Effect," Working Papers, Federal Reserve Bank of St. Louis, number 2021-006, May, DOI: 10.20955/wp.2021.006.
- Timothy G. Conley & Bill Dupor & Mahdi Ebsim & Jingchao Li & Peter B. McCrory, 2026, "The Local-Spillover Decomposition of an Aggregate Causal Effect," Review, Federal Reserve Bank of St. Louis, June, DOI: 10.20955/r.2026.06.
- 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, arXiv.org, number 2106.04421, Jun, 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, volume 604, issue C, DOI: 10.1016/j.physa.2022.127745.
- William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021, "Hierarchical contagions in the interdependent financial network," Papers, arXiv.org, number 2106.14168, Jun, 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, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101037.
- 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, University of Kansas, Department of Economics, number 202113, Jun, revised Jun 2021.
- Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2021, "Hierarchical contagions in the interdependent financial network," MPRA Paper, University Library of Munich, Germany, number 108421, Jun.
2020
- Timothy G. Conley & Bill Dupor & Mahdi Ebsim & Jingchao Li & Peter B. McCrory, 2020, "A Local-Spillover Decomposition of the Causal Effect of U.S. Defense Spending Shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2020-014, Jun, DOI: 10.20955/wp.2020.014.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020, "Sector connectedness in the Chinese stock markets," Papers, arXiv.org, number 2002.09097, Feb.
- 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, volume 62, issue 2, pages 825-852, February, DOI: 10.1007/s00181-021-02036-0.
- 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, arXiv.org, number 2004.03190, Apr, 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, volume 600, issue C, DOI: 10.1016/j.physa.2022.127524.
- Wen-Jie Xie & Na Wei & Wei-Xing Zhou, 2020, "Evolving efficiency and robustness of global oil trade networks," Papers, arXiv.org, number 2004.05325, Apr.
- 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, arXiv.org, number 2004.07612, Apr.
- Peng Yue & Qing Cai & Wanfeng Yan & Wei-Xing Zhou, 2020, "Information flow networks of Chinese stock market sectors," Papers, arXiv.org, number 2004.08759, Apr.
- 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, arXiv.org, number 2007.12838, Jul.
- 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, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102849.
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2020, "Visibility graph analysis of economy policy uncertainty indices," Papers, arXiv.org, number 2007.12880, Jul.
- 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, volume 531, issue C, DOI: 10.1016/j.physa.2019.121748.
2019
- Hai-Chuan Xu & Gao-Feng Gu & Wei-Xing Zhou, 2019, "Direct determination approach for the multifractal detrending moving average analysis," Papers, arXiv.org, number 1902.04437, Feb.
- Fenghua Wen & Yujie Yuan & Wei-Xing Zhou, 2019, "Cross-shareholding networks and stock price synchronicity: Evidence from China," Papers, arXiv.org, number 1903.01655, Mar.
- 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, arXiv.org, number 1907.01119, Jul.
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2019, "A global economic policy uncertainty index from principal component analysis," Papers, arXiv.org, number 1907.05049, Jul, revised Aug 2019.
- Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2021, "A global economic policy uncertainty index from principal component analysis," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101686.
- 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, arXiv.org, number 1910.13115, Oct, 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, volume 58, issue C, DOI: 10.1016/j.najef.2021.101478.
2018
- 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, arXiv.org, number 1803.09422, Mar.
- 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, volume 505, issue C, pages 153-163, DOI: 10.1016/j.physa.2018.03.066.
- Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2018, "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Papers, arXiv.org, number 1803.09432, Mar.
- 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, volume 49, issue C, pages 173-183, DOI: 10.1016/j.intfin.2017.05.001.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou & Didier Sornette, 2018, "Multifractal analysis of financial markets," Papers, arXiv.org, number 1805.04750, May.
- 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, arXiv.org, number 1806.07604, Jun.
- Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Yin-Jie Ma & Zhi-Qiang Jiang & Wei-Xing Zhou, 2025, "Multifractal characteristics and return predictability in the Chinese stock markets," Annals of Operations Research, Springer, volume 352, issue 3, pages 415-440, September, DOI: 10.1007/s10479-023-05281-x.
- Hai-Chuan Xu & Wei-Xing Zhou, 2018, "Modeling aggressive market order placements with Hawkes factor models," Papers, arXiv.org, number 1811.08076, Nov.
- Hai-Chuan Xu & Wei-Xing Zhou, 2020, "Modeling aggressive market order placements with Hawkes factor models," PLOS ONE, Public Library of Science, volume 15, issue 1, pages 1-12, January, DOI: 10.1371/journal.pone.0226667.
2017
- Bill Dupor & Jingchao Li & Rong Li, 2017, "Sticky Wages, Monetary Policy and Fiscal Policy Multipliers," Working Papers, Federal Reserve Bank of St. Louis, number 2017-7, Mar, DOI: 10.20955/wp.2017.007.
- Huai-Long Shi & Wei-Xing Zhou, 2017, "Time series momentum and contrarian effects in the Chinese stock market," Papers, arXiv.org, number 1702.07374, Feb.
- 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, volume 483, issue C, pages 309-318, DOI: 10.1016/j.physa.2017.04.139.
- 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, arXiv.org, number 1704.04354, Apr.
- 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, volume 7, issue 1, pages 1-24, December, DOI: 10.1186/s40854-021-00288-4.
- 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, arXiv.org, number 1707.05550, Jul.
- 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, volume 483, issue C, pages 201-208, DOI: 10.1016/j.physa.2017.04.065.
- 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, arXiv.org, number 1707.05552, Jul.
- 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, volume 486, issue C, pages 397-407, DOI: 10.1016/j.physa.2017.05.078.
- Peng Yue & Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei-Xing Zhou, 2017, "Linear and nonlinear correlations in order aggressiveness of Chinese stocks," Papers, arXiv.org, number 1707.05604, Apr.
2016
- Yi Che & Yi Lu & Justin R. Pierce & Peter K. Schott & Zhigang Tao, 2016, "Does Trade Liberalization with China Influence U.S. Elections?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22178, Apr.
- Yi Che & Yi Lu & Justin R. Pierce & Peter K. Schott & Zhigang Tao, 2016, "Does Trade Liberalization with China Influence U.S. Elections?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-039, Mar, DOI: 10.17016/FEDS.2016.039.
- Rui-Qi Han & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2016, "Market correlation structure changes around the Great Crash," Papers, arXiv.org, number 1602.00125, Jan.
- 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, arXiv.org, number 1602.00731, Feb, revised Feb 2017.
- Qing Cai & Hai-Chuan Xu & Wei-Xing Zhou, 2016, "Taylor's Law of temporal fluctuation scaling in stock illiquidity," Papers, arXiv.org, number 1610.01149, Oct.
- 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, arXiv.org, number 1610.08230, Oct.
- 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, volume 18, issue 3, pages 353-370, March, DOI: 10.1080/14697688.2017.1373843.
- Zhi-Qiang Jiang & Xing-Lu Gao & Wei-Xing Zhou & H. Eugene Stanley, 2016, "Multifractal cross wavelet analysis," Papers, arXiv.org, number 1610.09519, Oct, revised Feb 2018.
- Zhi-Qiang Jiang & Yan-Hong Yang & Gang-Jin Wang & Wei-Xing Zhou, 2016, "Joint multifractal analysis based on wavelet leaders," Papers, arXiv.org, number 1611.00897, Nov.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2016, "Time-varying return predictability in the Chinese stock market," Papers, arXiv.org, number 1611.04090, Nov.
- 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, arXiv.org, number 1611.04091, Nov.
- 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, arXiv.org, number 1611.06666, Nov, revised Dec 2016.
2015
- 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, arXiv.org, number 1503.03548, Mar.
- 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, volume 10, issue 4, pages 1-20, April, DOI: 10.1371/journal.pone.0120312.
- Hao Meng & Wen-Jie Xie & Wei-Xing Zhou, 2015, "Club Convergence of House Prices: Evidence from China's Ten Key Cities," Papers, arXiv.org, number 1503.05550, Mar.
- 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, arXiv.org, number 1504.02435, Apr, revised Apr 2015.
- Hong Zhu & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015, "Profitability of simple technical trading rules of Chinese stock exchange indexes," Papers, arXiv.org, number 1504.04254, Apr.
- 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, volume 439, issue C, pages 75-84, DOI: 10.1016/j.physa.2015.07.032.
- Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015, "Testing the performance of technical trading rules in the Chinese market," Papers, arXiv.org, number 1504.06397, Apr.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015, "Profitability of contrarian strategies in the Chinese stock market," Papers, arXiv.org, number 1505.00328, May.
- 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, volume 10, issue 9, pages 1-22, September, DOI: 10.1371/journal.pone.0137892.
- Ying-Hui Shao & Gao-Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015, "Effects of polynomial trends on detrending moving average analysis," Papers, arXiv.org, number 1505.02750, Apr.
- 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, arXiv.org, number 1508.07505, Aug.
- 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, volume 16, issue 11, pages 1713-1724, November, DOI: 10.1080/14697688.2016.1175656.
- 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, arXiv.org, number 1509.05952, Sep.
2014
- 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, arXiv.org, number 1401.7450, Jan.
- 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, arXiv.org, number 1403.3478, Mar.
- 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, arXiv.org, number 1404.1051, Mar, 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, volume 50, issue 4, pages 579-594, December, DOI: 10.1007/s10614-016-9612-1.
- 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, arXiv.org, number 1404.1052, Mar.
- 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, volume 2014, pages 1-10, April, DOI: 10.1155/2014/563912.
- 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, arXiv.org, number 1405.1247, May.
- 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, arXiv.org, number 1405.5000, May.
- 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, volume 51, issue 4, pages 1501-1519, December, DOI: 10.1007/s00181-015-1057-1.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014, "Wealth share analysis with "fundamentalist/chartist" heterogeneous agents," Papers, arXiv.org, number 1405.5939, May.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014, "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, Hindawi, volume 2014, pages 1-11, May, DOI: 10.1155/2014/328498.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014, "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, John Wiley & Sons, volume 2014, issue 1, DOI: 10.1155/2014/328498.
- 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, arXiv.org, number 1408.5618, Aug, 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, volume 17, issue 6, pages 959-977, June, DOI: 10.1080/14697688.2016.1241424.
- 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, Swiss Finance Institute, number 14-57, Aug, revised Nov 2014.
2013
- 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, arXiv.org, number 1306.2831, Jun.
- 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, arXiv.org, number 1308.0925, Aug.
- 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, volume 419, issue C, pages 575-584, DOI: 10.1016/j.physa.2014.10.039.
- Fei Ren & Wei-Xing Zhou, 2013, "Dynamic evolution of cross-correlations in the Chinese stock market," Papers, arXiv.org, number 1308.1154, Aug, 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, volume 9, issue 5, pages 1-15, May, DOI: 10.1371/journal.pone.0097711.
2012
- W. -X. Zhou & G. -H. Mu & J. Kert'esz, 2012, "Random matrix approach to the dynamics of stock inventory variations," Papers, arXiv.org, number 1201.0433, Jan.
- 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, arXiv.org, number 1201.2825, Jan.
- Wei-Xing Zhou, 2012, "Determinants of immediate price impacts at the trade level in an emerging order-driven market," Papers, arXiv.org, number 1201.5448, Jan.
- 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, arXiv.org, number 1208.4158, Aug.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012, "Testing the weak-form efficiency of the WTI crude oil futures market," Papers, arXiv.org, number 1211.4686, Nov.
- 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, volume 405, issue C, pages 235-244, DOI: 10.1016/j.physa.2014.02.042.
- Wen-Jie Xie & Zhi-Qiang Jiang & Wei-Xing Zhou, 2012, "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Papers, arXiv.org, number 1211.5502, Nov.
- Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014, "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, volume 36, issue C, pages 8-17, DOI: 10.1016/j.econmod.2013.09.011.
- 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, arXiv.org, number 1301.0007, Dec.
2011
- Zhao, Yan, 2011, "Borrowing constraints and the trade balance-output comovement," MPRA Paper, University Library of Munich, Germany, number 36902, Nov.
- Zhao, Yan, 2013, "Borrowing constraints and the trade balance–output comovement," Economic Modelling, Elsevier, volume 32, issue C, pages 34-41, DOI: 10.1016/j.econmod.2013.01.024.
- 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, arXiv.org, number 1102.2138, Feb.
- 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, volume 6, issue 8, pages 1-9, August, DOI: 10.1371/journal.pone.0022794.
- 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, Swiss Finance Institute, number 11-05, Feb.
- Fei Ren & Wei-Xing Zhou, 2011, "Analysis of trade packages in Chinese stock market," Papers, arXiv.org, number 1103.1526, Mar.
- Fei Ren & Wei-Xing Zhou, 2013, "Analysis of trade packages in the Chinese stock market," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 7, pages 1071-1089, January, DOI: 10.1080/14697688.2013.765957.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2011, "Multifractal detrending moving average cross-correlation analysis," Papers, arXiv.org, number 1103.2577, Mar, revised Mar 2011.
- Dong-Ming Song & Michele Tumminello & Wei-Xing Zhou & Rosario N. Mantegna, 2011, "Evolution of worldwide stock markets, correlation structure and correlation based graphs," Papers, arXiv.org, number 1103.5555, Mar.
- Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011, "Strategies used as spectroscopy of financial markets reveal new stylized facts," Papers, arXiv.org, number 1104.3616, Apr.
- 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 Zurich, Chair of Systems Design, number ETH-RC-11-005.
- Didier Sornette & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011, "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Papers, arXiv.org, number 1107.3171, Jul, revised Jun 2013.
- 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, Swiss Finance Institute, number 11-29, Aug.
- 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 Zurich, Chair of Systems Design, number ETH-RC-11-004.
- 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, arXiv.org, number 1112.6085, Dec, revised May 2013.
- 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, Swiss Finance Institute, number 11-30, Aug.
- 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, volume 6, issue 9, pages 1-9, September, DOI: 10.1371/journal.pone.0024391.
2010
- Gomme, Paul & Zhao, Yan, 2010, "The volatility of consumption and output with increasing industrialization," MPRA Paper, University Library of Munich, Germany, number 33721, Oct, revised 17 Aug 2011.
- 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, arXiv.org, number 1001.3176, Jan.
- 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, volume 389, issue 17, pages 3538-3545, DOI: 10.1016/j.physa.2010.04.010.
- Fei Ren & Wei-Xing Zhou, 2010, "Recurrence interval analysis of trading volumes," Papers, arXiv.org, number 1002.1653, Feb.
- Guo-Hua Mu & Wei-Xing Zhou & Wei Chen & Janos Kertesz, 2010, "Order flow dynamics around extreme price changes on an emerging stock market," Papers, arXiv.org, number 1003.0168, Feb.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2010, "Complex stock trading network among investors," Papers, arXiv.org, number 1003.2459, Mar, revised May 2010.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010, "Complex stock trading network among investors," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4929-4941, DOI: 10.1016/j.physa.2010.07.024.
- Guo-Hua Mu & Wei-Xing Zhou, 2010, "Nonuniversal distributions of stock returns in an emerging market," Papers, arXiv.org, number 1003.5984, Mar.
- Gao-Feng Gu & Wei-Xing Zhou, 2010, "Detrending moving average algorithm for multifractals," Papers, arXiv.org, number 1005.0877, May, revised Jun 2010.
- 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, arXiv.org, number 1005.5675, May, revised Nov 2010.
- 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, arXiv.org, number 1008.0160, Aug.
- 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, volume 390, issue 9, pages 1646-1654, DOI: 10.1016/j.physa.2011.01.001.
2009
- 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, arXiv.org, number 0904.1042, Apr.
- Fei Ren & Gao-Feng Gu & Wei-Xing Zhou, 2009, "Scaling and memory in the return intervals of realized volatility," Papers, arXiv.org, number 0904.1107, Apr, 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, volume 388, issue 22, pages 4787-4796, DOI: 10.1016/j.physa.2009.08.009.
- 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, arXiv.org, number 0905.0582, May.
- 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, volume 389, issue 2, pages 278-286, DOI: 10.1016/j.physa.2009.09.019.
- K. Bastiaensen & P. Cauwels & D. Sornette & R. Woodard & W. -X. Zhou, 2009, "The Chinese Equity Bubble: Ready to Burst," Papers, arXiv.org, number 0907.1827, Jul.
- Xi-Yuan Qian & Wei-Xing Zhou & Gao-Feng Gu, 2009, "Modified detrended fluctuation analysis based on empirical mode decomposition," Papers, arXiv.org, number 0907.3284, Jul.
- Wei-Xing Zhou, 2009, "The components of empirical multifractality in financial returns," Papers, arXiv.org, number 0908.1089, Aug, revised Oct 2009.
- Fei Ren & Wei-Xing Zhou, 2009, "Recurrence interval analysis of high-frequency financial returns and its application to risk estimation," Papers, arXiv.org, number 0909.0123, Sep.
- 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, arXiv.org, number 0909.1007, Sep, 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, volume 74, issue 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, Swiss Finance Institute, number 09-39, Sep.
- 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, ETH Zurich, Chair of Systems Design, number CCSS-09-008.
- 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, arXiv.org, number 0910.2524, Oct.
- 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, arXiv.org, number 0911.0057, Oct.
- 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, volume 389, issue 14, pages 2751-2761, DOI: 10.1016/j.physa.2010.02.040.
- 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, arXiv.org, number 0911.0454, Nov, revised May 2010.
- Chuang Liu & Wei-Xing Zhou, 2009, "Superfamily classification of nonstationary time series based on DFA scaling exponents," Papers, arXiv.org, number 0912.2016, Dec.
- Wei-Xing Zhou, 2009, "Finite-size effect and the components of multifractality in financial volatility," Papers, arXiv.org, number 0912.4782, Dec.
- Zhou, Wei-Xing, 2012, "Finite-size effect and the components of multifractality in financial volatility," Chaos, Solitons & Fractals, Elsevier, volume 45, issue 2, pages 147-155, DOI: 10.1016/j.chaos.2011.11.004.
- 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, ETH Zurich, Chair of Systems Design, number CCSS-09-00008, Oct.
2008
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2008, "Multifractal analysis of Chinese stock volatilities based on partition function approach," Papers, arXiv.org, number 0801.1710, Jan, 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, volume 387, issue 19, pages 4881-4888, DOI: 10.1016/j.physa.2008.04.028.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2008, "Direct evidence for inversion formula in multifractal financial volatility measure," Papers, arXiv.org, number 0801.3494, Jan.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2008, "Empirical shape function of limit-order books in the Chinese stock market," Papers, arXiv.org, number 0801.3712, Jan.
- 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, volume 387, issue 21, pages 5182-5188, DOI: 10.1016/j.physa.2008.05.008.
- Wei-Xing Zhou, 2008, "Multifractal detrended cross-correlation analysis for two nonstationary signals," Papers, arXiv.org, number 0803.2773, Mar.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008, "Scaling in the distribution of intertrade durations of Chinese stocks," Papers, arXiv.org, number 0804.3431, Apr, 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, volume 387, issue 23, pages 5818-5825, DOI: 10.1016/j.physa.2008.06.039.
- Gao-Feng Gu & Wei-Xing Zhou, 2008, "On the probability distribution of stock returns in the Mike-Farmer model," Papers, arXiv.org, number 0805.3593, May.
- 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, volume 67, issue 4, pages 585-592, February, DOI: 10.1140/epjb/e2009-00052-4.
- D. Sornette & R. Woodard & W. -X. Zhou, 2008, "The 2006-2008 Oil Bubble and Beyond," Papers, arXiv.org, number 0806.1170, Jun, revised Jul 2008.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008, "Detrended fluctuation analysis of intertrade durations," Papers, arXiv.org, number 0806.2444, Jun.
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009, "Detrended fluctuation analysis of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 4, pages 433-440, DOI: 10.1016/j.physa.2008.10.028.
- Fei Ren & Liang Guo & Wei-Xing Zhou, 2008, "Statistical properties of volatility return intervals of Chinese stocks," Papers, arXiv.org, number 0807.1818, Jul.
- 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, volume 388, issue 6, pages 881-890, DOI: 10.1016/j.physa.2008.12.005.
- Gao-Feng Gu & Wei-Xing Zhou, 2008, "Emergence of long memory in stock volatility from a modified Mike-Farmer model," Papers, arXiv.org, number 0807.4639, Jul, revised May 2009.
- Fei Ren & Wei-Xing Zhou, 2008, "Multiscaling behavior in the volatility return intervals of Chinese indices," Papers, arXiv.org, number 0809.0250, Sep.
- 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, arXiv.org, number 0812.1512, Dec.
- 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, volume 68, issue 1, pages 145-152, March, DOI: 10.1140/epjb/e2009-00059-9.
2007
- 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, arXiv.org, number 0704.0589, Apr.
- 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, volume 387, issue 1, pages 243-260, DOI: 10.1016/j.physa.2007.08.059.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2007, "Multifractality in stock indexes: Fact or fiction?," Papers, arXiv.org, number 0706.2140, Jun.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008, "Multifractality in stock indexes: Fact or Fiction?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 14, pages 3605-3614, DOI: 10.1016/j.physa.2008.02.015.
- 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, arXiv.org, number 0707.2284, Jul.
- 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, volume 387, issue 2, pages 503-510, DOI: 10.1016/j.physa.2007.09.029.
- Wei-Xing Zhou, 2007, "Universal price impact functions of individual trades in an order-driven market," Papers, arXiv.org, number 0708.3198, Aug, revised Apr 2008.
- Wei-Xing Zhou, 2012, "Universal price impact functions of individual trades in an order-driven market," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 8, pages 1253-1263, June, DOI: 10.1080/14697688.2010.504733.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007, "Empirical distributions of Chinese stock returns at different microscopic timescales," Papers, arXiv.org, number 0708.3472, Aug.
- 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, volume 387, issue 2, pages 495-502, DOI: 10.1016/j.physa.2007.10.012.
- Guo-Hua Mu & Wei-Xing Zhou, 2007, "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Papers, arXiv.org, number 0709.1219, Sep.
- 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, volume 387, issue 21, pages 5211-5218, DOI: 10.1016/j.physa.2008.05.019.
- Xiao-Hui Ni & Wei-Xing Zhou, 2007, "Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks," Papers, arXiv.org, number 0710.2402, Oct.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007, "Empirical regularities of order placement in the Chinese stock market," Papers, arXiv.org, number 0712.0912, Dec.
- 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, volume 387, issue 13, pages 3173-3182, DOI: 10.1016/j.physa.2008.01.114.
- Wei-Xing Zhou & Didier Sornette, 2007, "A case study of speculative financial bubbles in the South African stock market 2003-2006," Papers, arXiv.org, number physics/0701171, Jan, 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, volume 388, issue 6, pages 869-880, DOI: 10.1016/j.physa.2008.11.041.
- 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, arXiv.org, number physics/0702035, Feb.
2006
- Gao-Feng Gu & Wei-Xing Zhou, 2006, "Statistical properties of daily ensemble variables in the Chinese stock markets," Papers, arXiv.org, number physics/0603147, Mar.
- 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, volume 383, issue 2, pages 497-506, DOI: 10.1016/j.physa.2007.05.007.
- 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, arXiv.org, number physics/0607197, Jul.
- 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, volume 380, issue C, pages 287-296, DOI: 10.1016/j.physa.2007.02.114.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2006, "Scale invariant multiplier and multifractality of absolute returns in stock markets," Papers, arXiv.org, number physics/0609210, Sep, revised Feb 2007.
- 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, arXiv.org, number physics/0701017, Dec, revised Mar 2007.
2005
- Shen, Ling, 2005, "Inequality and growth: A joint analysis of demand and supply," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 30.
- Zhao, Yan, 2005, "International Parities and Exchange Rate Determination," MPRA Paper, University Library of Munich, Germany, number 36967, Mar.
- Didier Sornette & Wei-Xing Zhou, 2005, "Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets," Papers, arXiv.org, number cond-mat/0503607, Mar, 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, volume 370, issue 2, pages 704-726, DOI: 10.1016/j.physa.2006.02.022.
- Wei-Xing Zhou & Didier Sornette, 2005, "Self-fulfilling Ising Model of Financial Markets," Papers, arXiv.org, number physics/0503230, Mar.
- Wei-Xing Zhou & Didier Sornette, 2005, "Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction," Papers, arXiv.org, number physics/0505079, May.
- 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, volume 360, issue 2, pages 459-482, DOI: 10.1016/j.physa.2005.06.084.
- Wei-Xing Zhou & Didier Sornette, 2005, "Is There a Real-Estate Bubble in the US?," Papers, arXiv.org, number physics/0506027, Jun.
- Zhou, Wei-Xing & Sornette, Didier, 2006, "Is there a real-estate bubble in the US?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 361, issue 1, pages 297-308, DOI: 10.1016/j.physa.2005.06.098.
2004
- G. Broekstra & D. Sornette & W. -X. Zhou, 2004, "Bubble, Critical Zone and the Crash of Royal Ahold," Papers, arXiv.org, number cond-mat/0403563, Mar.
- 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, volume 346, issue 3, pages 529-560, DOI: 10.1016/j.physa.2004.08.021.
- 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, arXiv.org, number cond-mat/0408166, Aug.
- 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, volume 5, issue 6, pages 577-591, DOI: 10.1080/14697680500383763.
- Wei-Xing Zhou & Wei-Kang Yuan, 2004, "Inverse statistics in stock markets: Universality and idiosyncracy," Papers, arXiv.org, number cond-mat/0410225, Oct, 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, volume 353, issue C, pages 433-444, DOI: 10.1016/j.physa.2005.02.011.
2003
- D. Sornette & W. -X. Zhou, 2003, "Predictability of large future changes in major financial indices," Papers, arXiv.org, number cond-mat/0304601, Apr, revised Aug 2004.
- Sornette, Didier & Zhou, Wei-Xing, 2006, "Predictability of large future changes in major financial indices," International Journal of Forecasting, Elsevier, volume 22, issue 1, pages 153-168.
- D. Sornette & W. -X. Zhou, 2003, "The US 2000-2003 Market Descent: Clarifications," Papers, arXiv.org, number cond-mat/0305004, Apr.
- Didier Sornette & Wei-Xing Zhou, 2003, "The US 2000-2002 market descent: clarification," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 3, pages 39-41, DOI: 10.1088/1469-7688/3/3/604.
- 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, arXiv.org, number cond-mat/0306496, Jun.
- 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, volume 332, issue C, pages 412-440, DOI: 10.1016/j.physa.2003.10.010.
- W. -X. Zhou & D. Sornette, 2003, "Testing the Stability of the 2000-2003 US Stock Market "Antibubble"," Papers, arXiv.org, number cond-mat/0310092, Oct, revised Sep 2004.
- W. -X. Zhou & D. Sornette, 2003, "Antibubble and Prediction of China's stock market and Real-Estate," Papers, arXiv.org, number cond-mat/0312149, Dec.
- 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, volume 337, issue 1, pages 243-268, DOI: 10.1016/j.physa.2004.01.051.
- 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, arXiv.org, number cond-mat/0312658, Dec.
- 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, volume 337, issue 3, pages 586-608, DOI: 10.1016/j.physa.2004.02.009.
- D. Sornette & H. Takayasu & W. -X. Zhou, 2003, "Finite-Time Singularity Signature of Hyperinflation," Papers, arXiv.org, number physics/0301007, Jan.
- Sornette, D & Takayasu, H & Zhou, W.-X, 2003, "Finite-time singularity signature of hyperinflation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 325, issue 3, pages 492-506, DOI: 10.1016/S0378-4371(03)00247-4.
- 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, arXiv.org, number physics/0301023, Jan, revised Aug 2003.
- W. -X. Zhou & D. Sornette, 2003, "2000-2003 Real Estate Bubble in the UK but not in the USA," Papers, arXiv.org, number physics/0303028, Mar, 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, volume 329, issue 1, pages 249-263, DOI: 10.1016/S0378-4371(03)00600-9.
2002
- Wei-Xing Zhou & Didier Sornette, 2002, "Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes," Papers, arXiv.org, number cond-mat/0205531, May.
- 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., volume 14, issue 08, pages 1107-1125, DOI: 10.1142/S0129183103005212.
- D. Sornette & W. -X. Zhou, 2002, "The US 2000-2002 Market Descent: How Much Longer and Deeper?," Papers, arXiv.org, number cond-mat/0209065, Sep.
- Didier Sornette & Wei-Xing Zhou, 2002, "The US 2000-2002 market descent: How much longer and deeper?," Quantitative Finance, Taylor & Francis Journals, volume 2, issue 6, pages 468-481, DOI: 10.1080/14697688.2002.0000014.
- W. -X. Zhou & D. Sornette, 2002, "Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000," Papers, arXiv.org, number cond-mat/0212010, Dec, 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, volume 330, issue 3, pages 543-583, DOI: 10.1016/j.physa.2002.12.001.
Journal articles
2026
- Timothy G. Conley & Bill Dupor & Mahdi Ebsim & Jingchao Li & Peter B. McCrory, 2026, "The Local-Spillover Decomposition of an Aggregate Causal Effect," Review, Federal Reserve Bank of St. Louis, June, DOI: 10.20955/r.2026.06.
- Timothy G. Conley & Bill Dupor & Mahdi Ebsim & Jingchao Li & Peter B. McCrory, 2021, "The Local-Spillover Decomposition of an Aggregate Causal Effect," Working Papers, Federal Reserve Bank of St. Louis, number 2021-006, May, DOI: 10.20955/wp.2021.006.
- Li, Youping & Zhang, Jianhu, 2026, "Data portability and the collection of personal data," International Journal of Industrial Organization, Elsevier, volume 106, issue C, DOI: 10.1016/j.ijindorg.2026.103289.
- Youping Li & Zheng Wang, 2026, "Data-driven product personalization under personalized pricing," Journal of Regulatory Economics, Springer, volume 69, issue 1, pages 1-35, December, DOI: 10.1007/s11149-026-09520-4.
- Li, Ming-Xia & Zhou, Wei-Xing, 2026, "Quantifying contextual influences on spatial community structure in FC Barcelona’s passing networks," Chaos, Solitons & Fractals, Elsevier, volume 209, issue P1, DOI: 10.1016/j.chaos.2026.118407.
- Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2026, "Uncertainty and financial market resilience: evidence from China," Risk Management, Palgrave Macmillan, volume 28, issue 3, pages 1-26, September, DOI: 10.1057/s41283-026-00223-w.
- Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2024, "Uncertainty and financial market resilience: Evidence from China," Papers, arXiv.org, number 2409.18422, Sep, revised Nov 2025.
- Yin-Ting Zhang & Duc Khuong Nguyen & Wei-Xing Zhou, 2026, "Spatiotemporal characteristics of agricultural food import shocks," Annals of Operations Research, Springer, volume 357, issue 1, pages 779-802, February, DOI: 10.1007/s10479-024-06168-1.
- Hai-Chuan Xu & Meng Wu & Wei-Xing Zhou, 2026, "Sparse principal component factors in asset pricing: evidence from the Chinese stock market," Annals of Operations Research, Springer, volume 357, issue 1, pages 505-529, February, DOI: 10.1007/s10479-025-06666-w.
2025
- Che, Yi & Lin, Donglin & Zhang, Yan, 2025, "Pains or gains: Trade war, trade deficit, and tariff evasion," Journal of International Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jinteco.2025.104090.
- Youping Li & Jianhu Zhang, 2025, "Who should decide how much information to collect?," Oxford Economic Papers, Oxford University Press, volume 77, issue 1, pages 256-270.
- Li, Ming-Xia & Xu, Li-Gong & Zhou, Wei-Xing, 2025, "Motif analysis and passing behavior in football passing networks," Chaos, Solitons & Fractals, Elsevier, volume 190, issue C, DOI: 10.1016/j.chaos.2024.115750.
- Zhu, Sheng & Wang, Tong-Yu & Xie, Wen-Jie & Zhou, Wei-Xing, 2025, "Revealing intrinsic communities in the international foreign direct investment networks through their backbones," Chaos, Solitons & Fractals, Elsevier, volume 199, issue P2, DOI: 10.1016/j.chaos.2025.116766.
- Wei, Na & Xie, Wen-Jie & Zhou, Wei-Xing, 2025, "Resilience of international oil trade networks under extreme event shock-recovery simulations," Energy, Elsevier, volume 314, issue C, DOI: 10.1016/j.energy.2024.134174.
- Na Wei & Wen-Jie Xie & Wei-Xing Zhou, 2024, "Resilience of international oil trade networks under extreme event shock-recovery simulations," Papers, arXiv.org, number 2406.11467, Jun.
- Yang, Yan-Hong & Shao, Ying-Hui & Zhou, Wei-Xing, 2025, "Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106374.
- Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024, "Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change," Papers, arXiv.org, number 2408.09669, Aug, revised Dec 2024.
- Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2025, "Risk spillovers between the BRICS and the U.S. staple grain futures markets," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106835.
- Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou, 2024, "Risk spillovers between the BRICS and the U.S. staple grain futures markets," Papers, arXiv.org, number 2412.15738, Dec, revised Dec 2024.
- Zhang, Ting & Li, Peng-Fei & Zhou, Wei-Xing, 2025, "Spillover effects between climate policy uncertainty, energy markets, and food markets: A time–frequency analysis," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107553.
- Ting Zhang & Peng-Fei Li & Wei-Xing Zhou, 2025, "Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis," Papers, arXiv.org, number 2503.06599, Mar.
- Yin-Jie Ma & Zhi-Qiang Jiang & Yue-Hua Dai & Peng-Fei Dai & Li Wang & Wei-Xing Zhou, 2025, "Understanding the circulation network of agro-products in China based on the freight big data," Annals of Operations Research, Springer, volume 348, issue 1, pages 511-541, May, DOI: 10.1007/s10479-023-05379-2.
- Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Yin-Jie Ma & Zhi-Qiang Jiang & Wei-Xing Zhou, 2025, "Multifractal characteristics and return predictability in the Chinese stock markets," Annals of Operations Research, Springer, volume 352, issue 3, pages 415-440, September, DOI: 10.1007/s10479-023-05281-x.
- 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, arXiv.org, number 1806.07604, Jun.
- Yin-Jie Ma & Zhi-Qiang Jiang & Wei-Xing Zhou, 2025, "Determinants of the international crop trade dynamics: new insights from a network structure dependence perspective," Empirical Economics, Springer, volume 69, issue 1, pages 77-128, July, DOI: 10.1007/s00181-025-02734-z.
- Ying-Hui Shao & Xing-Lu Gao & Yan-Hong Yang & Wei-Xing Zhou, 2025, "Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-32, December, DOI: 10.1186/s40854-024-00669-5.
- Ying-Hui Shao & Xing-Lu Gao & Yan-Hong Yang & Wei-Xing Zhou, 2024, "Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties," Papers, arXiv.org, number 2410.02798, Sep.
2024
- Yi Che & Meng Yuan & Yan Zhang & Lin Zhao, 2024, "Cross‐border E‐commerce and China's Exports during the COVID‐19 Pandemic," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 32, issue 3, pages 215-242, May, DOI: 10.1111/cwe.12537.
- Che, Yi & Li, Xuchao & Zhang, Yan & Zhao, Lin, 2024, "Labor protection and firms’ risk-taking behavior: evidence from China’s New Labor Contract Law," Journal of Asian Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.asieco.2024.101713.
- Cao, Wuyi & Chen, Meichen & Li, Youping, 2024, "Intermediate product versioning," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111731.
- Li, Youping & Zhang, Jianhu, 2024, "The welfare effects of input price discrimination revisited," International Journal of Industrial Organization, Elsevier, volume 95, issue C, DOI: 10.1016/j.ijindorg.2024.103083.
- Qi, Yu & Zhang, Hongxuan & Shao, Shuai, 2024, "Valuing high temperature's fiscal costs: Evidence from China," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 134-152, DOI: 10.1016/j.eap.2023.11.022.
- Zhang, Zhenhua & Luo, Cong & Zhang, Guoxing & Shu, Yuqin & Shao, Shuai, 2024, "New energy policy and green technology innovation of new energy enterprises: Evidence from China," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107743.
- Wang, Luojia & Du, Kerui & Shao, Shuai, 2024, "Transportation infrastructure and carbon emissions: New evidence with spatial spillover and endogeneity," Energy, Elsevier, volume 297, issue C, DOI: 10.1016/j.energy.2024.131268.
- Shao, Shuai & Yang, Zhenbing & Xu, Le & Yang, Lili, 2024, "Environmental protection experience of secretaries and effectiveness of environmental governance: Evidence from COD discharge in China," Journal of Economic Behavior & Organization, Elsevier, volume 220, issue C, pages 237-253, DOI: 10.1016/j.jebo.2024.02.026.
- Guo, Pengwei & He, Yongda & Scrimgeour, Frank & Shao, Shuai & Yu, Yuting, 2024, "The impact of natural resource dependency on green economic growth: A business environment perspective," Technological Forecasting and Social Change, Elsevier, volume 208, issue C, DOI: 10.1016/j.techfore.2024.123680.
- Shao, Shuai & Xu, Le & Yang, Lili & Yu, Dianfan, 2024, "How do energy-saving policies improve environmental quality: Evidence from China’s Top 10,000 energy-consuming enterprises program," World Development, Elsevier, volume 175, issue C, DOI: 10.1016/j.worlddev.2023.106466.
- Yanxian Li & Pan He & Yuli Shan & Yu Li & Ye Hang & Shuai Shao & Franco Ruzzenenti & Klaus Hubacek, 2024, "Reducing climate change impacts from the global food system through diet shifts," Nature Climate Change, Nature, volume 14, issue 9, pages 943-953, September, DOI: 10.1038/s41558-024-02084-1.
- Yantuan Yu & Shuai Shao, 2024, "High-Speed Rail and Energy Productivity: Evidence from China," The Energy Journal, , volume 45, issue 1, pages 51-79, January, DOI: 10.5547/01956574.45.1.yayu.
- 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, volume 217, issue C, pages 91-111, DOI: 10.1016/j.jebo.2023.11.004.
- 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, arXiv.org, number 2310.16850, Oct.
- Xu, Hai-Chuan & Li, Tai-Min & Dai, Peng-Fei & Nguyen, Duc Khuong & Zhou, Wei-Xing, 2024, "Stress testing climate risk: A network-based analysis of the Chinese banking system," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103207.
- 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, volume 33, issue C, DOI: 10.1016/j.jcomm.2024.100383.
- 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, volume 650, issue C, DOI: 10.1016/j.physa.2024.130004.
- Hao-Ran Liu & Ming-Xia Li & Wei-Xing Zhou, 2023, "Visibility graph analysis of the grains and oilseeds indices," Papers, arXiv.org, number 2304.05760, Apr, revised Aug 2024.
2023
- Yi Che & Julan Du & Yi Lu & Zhigang Tao, 2023, "Institutional difference and foreign direct investment location choice: Evidence from China," Review of Development Economics, Wiley Blackwell, volume 27, issue 3, pages 1934-1956, August, DOI: 10.1111/rode.12988.
- Hong Feng & Youping Li & Jie Shuai, 2023, "Uniform Pricing as a Barrier to Entry," Journal of Industrial Economics, Wiley Blackwell, volume 71, issue 1, pages 176-191, March, DOI: 10.1111/joie.12320.
- Li, Youping & Zhang, Jianhu & Zhou, Zipeng, 2023, "Vertical differentiation with overlapping ownership," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110947.
- Li, Changying & Li, Youping & Zhang, Jianhu, 2023, "Targeted advertising with R&D rivalry," Mathematical Social Sciences, Elsevier, volume 124, issue C, pages 24-34, DOI: 10.1016/j.mathsocsci.2023.04.003.
- Changying Li & Youping Li & Jianhu Zhang, 2023, "On the regulation of public broadcasting," Journal of Economics, Springer, volume 138, issue 2, pages 129-146, March, DOI: 10.1007/s00712-022-00802-x.
- Shao, Shuai & Tian, Zhihua & Zhang, Yan & Li, Baoli, 2023, "The housing status and two-child fertility willingness of floating population: Evidence from the Chinese General Social Survey," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 247-266, DOI: 10.1016/j.eap.2023.08.012.
- Xu, Le & Yang, Lili & Li, Ding & Shao, Shuai, 2023, "Asymmetric effects of heterogeneous environmental standards on green technology innovation: Evidence from China," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106479.
- Yang, Zhenbing & Shi, Qingquan & Shao, Shuai & Lu, Minwei & Yang, Lili, 2023, "Stricter energy regulations and water consumption: Firm-level evidence from China," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106590.
- Liu, Feng & Shao, Shuai & Li, Xin & Pan, Na & Qi, Yu, 2023, "Economic policy uncertainty, jump dynamics, and oil price volatility," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106635.
- Yang, Zhenbing & Zhao, Ziyi & Shao, Shuai & Yang, Lili, 2023, "Carbon regulation and enterprise investment: Evidence from China," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107160.
- Tian, Zhihua & Hu, An & Chen, Yang & Shao, Shuai, 2023, "Local officials’ tenure and CO2 emissions in China," Energy Policy, Elsevier, volume 173, issue C, DOI: 10.1016/j.enpol.2022.113394.
- Zhao, Xingrong & Shao, Shuai & Ma, Ye & Ma, Tieju, 2023, "Who Embraces shared mobility and why? A survey in Beijing and Shanghai, China," Energy, Elsevier, volume 283, issue C, DOI: 10.1016/j.energy.2023.128407.
- Shao, Shuai & Zhang, Xuebin & Yang, Lili, 2023, "Natural resource dependence and urban shrinkage: The role of human capital accumulation," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103325.
- Shuai Shao & Chang Wang & Yue Guo & Bai-Chen Xie & Zhihua Tian & Shiyi Chen, 2023, "Heterogeneous performances and consequences of China’s industrial environmental governance: clean production vs. end-of-pipe treatment," Journal of Environmental Planning and Management, Taylor & Francis Journals, volume 66, issue 1, pages 143-168, January, DOI: 10.1080/09640568.2021.1980377.
- 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, volume 167, issue C, DOI: 10.1016/j.chaos.2022.113031.
- 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, number hal-04454597, Feb, DOI: 10.1016/j.chaos.2022.113031.
- 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, volume 169, issue C, DOI: 10.1016/j.chaos.2023.113276.
- 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, volume 172, issue C, DOI: 10.1016/j.chaos.2023.113567.
- 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, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101820.
- 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, arXiv.org, number 2303.11030, Mar.
- Xie, Wen-Jie & Wei, Na & Zhou, Wei-Xing, 2023, "An interpretable machine-learned model for international oil trade network," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103513.
- 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, volume 65, issue 1, pages 93-110, July, DOI: 10.1007/s00181-022-02338-x.
- 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, number hal-04478741, Dec, DOI: 10.1007/s00181-022-02338-x.
- 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, volume 96, issue 2, pages 1-9, February, DOI: 10.1140/epjb/s10051-023-00493-3.
- 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, arXiv.org, number 2302.13695, Feb.
- 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, volume 29, issue 16, pages 1933-1956, November, DOI: 10.1080/1351847X.2023.2170755.
- 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., volume 31, issue 07, pages 1-24, DOI: 10.1142/S0218348X23500901.
- 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, arXiv.org, number 2306.10496, Jun.
- 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., volume 34, issue 05, pages 1-23, May, DOI: 10.1142/S0129183123500687.
2022
- Che, Yi & Lu, Yi & Pierce, Justin R. & Schott, Peter K. & Tao, Zhigang, 2022, "Did trade liberalization with China influence US elections?," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103652.
- Lestage, Romain & Li, Youping, 2022, "Input price discrimination can encourage downstream investment and increase welfare," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110697.
- Youping Li & Jie Shuai, 2022, "Input price discrimination and horizontal shareholding," Journal of Regulatory Economics, Springer, volume 61, issue 1, pages 48-66, February, DOI: 10.1007/s11149-021-09444-1.
- Youping Li & Jie Shuai, 2022, "Correction to: Input price discrimination and horizontal shareholding," Journal of Regulatory Economics, Springer, volume 61, issue 2, pages 168-168, April, DOI: 10.1007/s11149-022-09445-8.
- Changying Li & Youping Li & Jianhu Zhang, 2022, "Advertising and Price Competition in the Presence of Overlapping Ownership," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 178, issue 1, pages 43-53, DOI: 10.1628/jite-2022-0003.
- Qu, Jianying & Li, Ke & Ye, Ze & Shao, Shuai, 2022, "The impact of differential power pricing policy on firm productivity in China: Evidence from iron and steel firms," Journal of Asian Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.asieco.2022.101478.
- Qi, Yu & Shao, Shuai & Tian, Zhihua & Xu, Yang & Yin, Jun, 2022, "Environmental consequences of fair competition: Evidence from China's corporate income tax merger policy," Ecological Economics, Elsevier, volume 195, issue C, DOI: 10.1016/j.ecolecon.2022.107365.
- Chen, Yang & Shao, Shuai & Fan, Meiting & Tian, Zhihua & Yang, Lili, 2022, "One man's loss is another's gain: Does clean energy development reduce CO2 emissions in China? Evidence based on the spatial Durbin model," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105852.
- Zhao, Xingrong & Ma, Ye & Shao, Shuai & Ma, Tieju, 2022, "What determines consumers' acceptance of electric vehicles: A survey in Shanghai, China," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2021.105805.
- Fan, Meiting & Li, Mengxu & Liu, Jianghua & Shao, Shuai, 2022, "Is high natural resource dependence doomed to low carbon emission efficiency? Evidence from 283 cities in China," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106328.
- Yao, Xilong & Wang, Hualing & Shao, Shuai & Li, Xiaoyu & Guo, Zhi, 2022, "“Booster” or “obstacle”: Can coal capacity cut policies moderate the resource curse effect? Evidence from Shanxi (China)," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102437.
- Yang, Zhenbing & Chen, Zhuo & Shao, Shuai & Yang, Lili, 2022, "Can housing price regulation improve R&D performance in universities? Evidence from China," Socio-Economic Planning Sciences, Elsevier, volume 82, issue PA, DOI: 10.1016/j.seps.2022.101252.
- Yang, Zhenbing & Shao, Shuai & Xu, Lili & Yang, Lili, 2022, "Can regional development plans promote economic growth? City-level evidence from China," Socio-Economic Planning Sciences, Elsevier, volume 83, issue C, DOI: 10.1016/j.seps.2021.101212.
- Yang, Zhenbing & Chen, Zhuo & Shao, Shuai & Yang, Lili, 2022, "Unintended consequences of additional support on the publications of universities: Evidence from China," Technological Forecasting and Social Change, Elsevier, volume 175, issue C, DOI: 10.1016/j.techfore.2021.121350.
- Yang, Zhenbing & Hao, Chunyan & Shao, Shuai & Chen, Zhuo & Yang, Lili, 2022, "Appropriate technology and energy security: From the perspective of biased technological change," Technological Forecasting and Social Change, Elsevier, volume 177, issue C, DOI: 10.1016/j.techfore.2022.121530.
- 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, volume 164, issue C, DOI: 10.1016/j.chaos.2022.112663.
- Wei, Na & Xie, Wen-Jie & Zhou, Wei-Xing, 2022, "Robustness of the international oil trade network under targeted attacks to economies," Energy, Elsevier, volume 251, issue C, DOI: 10.1016/j.energy.2022.123939.
- Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2022, "Hierarchical contagions in the interdependent financial network," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101037.
- William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021, "Hierarchical contagions in the interdependent financial network," Papers, arXiv.org, number 2106.14168, Jun, revised Jun 2022.
- 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, University of Kansas, Department of Economics, number 202113, Jun, revised Jun 2021.
- Barnett, William A. & Wang, Xue & Xu, Hai-Chuan & Zhou, Wei-Xing, 2021, "Hierarchical contagions in the interdependent financial network," MPRA Paper, University Library of Munich, Germany, number 108421, Jun.
- 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, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101631.
- 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, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102849.
- 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, arXiv.org, number 2007.12838, Jul.
- 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, volume 600, issue C, DOI: 10.1016/j.physa.2022.127524.
- 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, arXiv.org, number 2004.03190, Apr, revised Apr 2020.
- 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, volume 604, issue C, DOI: 10.1016/j.physa.2022.127745.
- 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, arXiv.org, number 2106.04421, Jun, revised May 2022.
- 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, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101677.
- Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou, 2023, "Correlation structure analysis of the global agricultural futures market," Papers, arXiv.org, number 2310.16849, Oct.
- 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, volume 62, issue 2, pages 825-852, February, DOI: 10.1007/s00181-021-02036-0.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020, "Sector connectedness in the Chinese stock markets," Papers, arXiv.org, number 2002.09097, Feb.
2021
- Yi Che & Xiaoyu He & Yan Zhang, 2021, "Natural resource exports and African countries' voting behaviour in the United Nations: Evidence from the economic rise of China," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 54, issue 2, pages 712-759, May, DOI: 10.1111/caje.12514.
- Li, Youping & Zhang, Jianhu, 2021, "Product positioning with overlapping ownership," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110058.
- Scott M. Gilpatric & Youping Li, 2021, "Endogenous Price Leadership and Product Positioning," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 58, issue 2, pages 287-302, March, DOI: 10.1007/s11151-020-09752-4.
- Stephen J. Cotten & Youping Li & Rudy Santore, 2021, "Social Preferences and Collusion: A Laboratory Experiment," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 177, issue 2, pages 220-237, DOI: 10.1628/jite-2020-0049.
- Guangqin Li & Shiyu Lu & Shuai Shao & Lili Yang & Ke Zhang, 2021, "Do environmental regulations hamper small enterprises' market entry? Evidence from China," Business Strategy and the Environment, Wiley Blackwell, volume 30, issue 1, pages 252-266, January, DOI: 10.1002/bse.2619.
- Yang, Zhenbing & Shao, Shuai & Fan, Meiting & Yang, Lili, 2021, "Wage distortion and green technological progress: A directed technological progress perspective," Ecological Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.ecolecon.2020.106912.
- Fan, Jianshuang & Zhou, Lin & Zhang, Yan & Shao, Shuai & Ma, Miao, 2021, "How does population aging affect household carbon emissions? Evidence from Chinese urban and rural areas," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105356.
- Xiao, Huijuan & Wang, Daoping & Qi, Yu & Shao, Shuai & Zhou, Ya & Shan, Yuli, 2021, "The governance-production nexus of eco-efficiency in Chinese resource-based cities: A two-stage network DEA approach," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105408.
- Shao, Shuai & Li, Baoli & Fan, Meiting & Yang, Lili, 2021, "How does labor transfer affect environmental pollution in rural China? Evidence from a survey," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105515.
- Yang, Zhenbing & Shao, Shuai & Yang, Lili, 2021, "Unintended consequences of carbon regulation on the performance of SOEs in China: The role of technical efficiency," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105072.
- Xu, Le & Fan, Meiting & Yang, Lili & Shao, Shuai, 2021, "Heterogeneous green innovations and carbon emission performance: Evidence at China's city level," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105269.
- Jia, Ruining & Shao, Shuai & Yang, Lili, 2021, "High-speed rail and CO2 emissions in urban China: A spatial difference-in-differences approach," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105271.
- Tian, Zhihua & Tian, Yanfang & Shen, Liangping & Shao, Shuai, 2021, "The health effect of household cooking fuel choice in China: An urban-rural gap perspective," Technological Forecasting and Social Change, Elsevier, volume 173, issue C, DOI: 10.1016/j.techfore.2021.121083.
- Daoping Wang & Dabo Guan & Shupeng Zhu & Michael Mac Kinnon & Guannan Geng & Qiang Zhang & Heran Zheng & Tianyang Lei & Shuai Shao & Peng Gong & Steven J. Davis, 2021, "Economic footprint of California wildfires in 2018," Nature Sustainability, Nature, volume 4, issue 3, pages 252-260, March, DOI: 10.1038/s41893-020-00646-7.
- Kerui Du & Shuai Shao & Zheming Yan, 2021, "Urban Residential Energy Demand and Rebound Effect in China: A Stochastic Energy Demand Frontier Approach," The Energy Journal, , volume 42, issue 4, pages 175-194, July, DOI: 10.5547/01956574.42.4.kdu.
- 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, volume 58, issue C, DOI: 10.1016/j.najef.2021.101459.
- 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, volume 58, issue C, DOI: 10.1016/j.najef.2021.101478.
- 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, arXiv.org, number 1910.13115, Oct, revised Oct 2022.
- Xie, Wen-Jie & Li, Mu-Yao & Zhou, Wei-Xing, 2021, "Learning representation of stock traders and immediate price impacts," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2020.100791.
- Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2021, "A global economic policy uncertainty index from principal component analysis," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101686.
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2019, "A global economic policy uncertainty index from principal component analysis," Papers, arXiv.org, number 1907.05049, Jul, revised Aug 2019.
- 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, volume 182, issue C, pages 405-420, DOI: 10.1016/j.jebo.2019.09.007.
- 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, volume 583, issue C, DOI: 10.1016/j.physa.2021.126333.
- 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, volume 94, issue 8, pages 1-10, August, DOI: 10.1140/epjb/s10051-021-00180-1.
- 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, volume 7, issue 1, pages 1-24, December, DOI: 10.1186/s40854-021-00288-4.
- 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, arXiv.org, number 1704.04354, Apr.
2020
- Che, Yi & Xiao, Rui, 2020, "Import competition, fast-track authority and U.S. policy toward China," Journal of Comparative Economics, Elsevier, volume 48, issue 4, pages 974-996, DOI: 10.1016/j.jce.2020.04.003.
- Yi Che & Weiqiang Liu & Yan Zhang & Lin Zhao, 2020, "China¡¯s Exports during the Global COVID-19 Pandemic," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 4, pages 541-574, December.
- Shuai Shao & Zhigao Hu & Jianhua Cao & Lili Yang & Dabo Guan, 2020, "Environmental Regulation and Enterprise Innovation: A Review," Business Strategy and the Environment, Wiley Blackwell, volume 29, issue 3, pages 1465-1478, March, DOI: 10.1002/bse.2446.
- Zhihua Tian & Yanfang Tian & Yang Chen & Shuai Shao, 2020, "The economic consequences of environmental regulation in China: From a perspective of the environmental protection admonishing talk policy," Business Strategy and the Environment, Wiley Blackwell, volume 29, issue 4, pages 1723-1733, May, DOI: 10.1002/bse.2464.
- Hongshan Ai & Shenglan Hu & Ke Li & Shuai Shao, 2020, "Environmental regulation, total factor productivity, and enterprise duration: Evidence from China," Business Strategy and the Environment, Wiley Blackwell, volume 29, issue 6, pages 2284-2296, September, DOI: 10.1002/bse.2502.
- Zhang, Xi & Geng, Yong & Shao, Shuai & Wilson, Jeffrey & Song, Xiaoqian & You, Wei, 2020, "China’s non-fossil energy development and its 2030 CO2 reduction targets: The role of urbanization," Applied Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.apenergy.2019.114353.
- Shao, Shuai & Zhang, Yan & Tian, Zhihua & Li, Ding & Yang, Lili, 2020, "The regional Dutch disease effect within China: A spatial econometric investigation," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104766.
- Liu, Feng & Shao, Shuai & Zhang, Chuanguo, 2020, "How do China's petrochemical markets react to oil price jumps? A comparative analysis of stocks and commodities," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104979.
- Zhang, Xi & Geng, Yong & Shao, Shuai & Dong, Huijuan & Wu, Rui & Yao, Tianli & Song, Jiekun, 2020, "How to achieve China’s CO2 emission reduction targets by provincial efforts? – An analysis based on generalized Divisia index and dynamic scenario simulation," Renewable and Sustainable Energy Reviews, Elsevier, volume 127, issue C, DOI: 10.1016/j.rser.2020.109892.
- Yang, Zhenbing & Shao, Shuai & Li, Chengyu & Yang, Lili, 2020, "Alleviating the misallocation of R&D inputs in China's manufacturing sector: From the perspectives of factor-biased technological innovation and substitution elasticity," Technological Forecasting and Social Change, Elsevier, volume 151, issue C, DOI: 10.1016/j.techfore.2019.119878.
- Qing Yin & Gang Liu, 2020, "Resource Scheduling and Strategic Management of Smart Cities under the Background of Digital Economy," Complexity, Hindawi, volume 2020, pages 1-12, November, DOI: 10.1155/2020/6624307.
- Li, Cong-Cong & Xu, Hai-Chuan & Zhou, Wei-Xing, 2020, "News coverage and portfolio returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101293.
- 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, volume 22, issue 4, pages 310-337, December, DOI: 10.1057/s41283-020-00064-1.
- Hai-Chuan Xu & Wei-Xing Zhou, 2020, "Modeling aggressive market order placements with Hawkes factor models," PLOS ONE, Public Library of Science, volume 15, issue 1, pages 1-12, January, DOI: 10.1371/journal.pone.0226667.
- Hai-Chuan Xu & Wei-Xing Zhou, 2018, "Modeling aggressive market order placements with Hawkes factor models," Papers, arXiv.org, number 1811.08076, Nov.
2019
- Yi Che & Zuojun Fan & Yan Zhang, 2019, "Household Property Rights Formation in Rural China: Farmers' Preference, Transaction Cost and the Efficiency Hypothesis," Asian Economic Journal, East Asian Economic Association, volume 33, issue 2, pages 143-164, June, DOI: 10.1111/asej.12182.
- Yi Che & Zuojun Fan & Yan Zhang, 2019, "The Effect of Land Reallocation on Off-Farm Employments in Rural China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 14, issue 3, pages 401-427, September.
- Junying Ma & Jinchuan Shi & Deming Luo & Yi Che, 2019, "Effect of trade openness on regional economic growth in China: revisiting the discussion," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 16, pages 1313-1316, September, DOI: 10.1080/13504851.2018.1558331.
- Jiang, Ming & Li, Jingchao, 2019, "TreeRing: A GameSafe parser for z-Tree," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 90-92, DOI: 10.1016/j.jbef.2019.02.001.
- Dupor, Bill & Li, Jingchao & Li, Rong, 2019, "Sticky wages, private consumption, and Fiscal multipliers," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103157.
- Youping Li & Jie Shuai, 2019, "Licensing Essential Patents: The Non‐Discriminatory Commitment and Hold‐Up," Journal of Industrial Economics, Wiley Blackwell, volume 67, issue 1, pages 37-55, March, DOI: 10.1111/joie.12177.
- Li, Youping & Shuai, Jie, 2019, "Monopolistic competition, price discrimination and welfare," Economics Letters, Elsevier, volume 174, issue C, pages 114-117, DOI: 10.1016/j.econlet.2018.09.008.
- Shao, Shuai & Guo, Longfei & Yu, Mingliang & Yang, Lili & Guan, Dabo, 2019, "Does the rebound effect matter in energy import-dependent mega-cities? Evidence from Shanghai (China)," Applied Energy, Elsevier, volume 241, issue C, pages 212-228, DOI: 10.1016/j.apenergy.2019.03.007.
- Wang, Xiang & Shao, Shuai & Li, Ling, 2019, "Agricultural inputs, urbanization, and urban-rural income disparity: Evidence from China," China Economic Review, Elsevier, volume 55, issue C, pages 67-84, DOI: 10.1016/j.chieco.2019.03.009.
- Miao, Zhuang & Baležentis, Tomas & Shao, Shuai & Chang, Dongfeng, 2019, "Energy use, industrial soot and vehicle exhaust pollution—China's regional air pollution recognition, performance decomposition and governance," Energy Economics, Elsevier, volume 83, issue C, pages 501-514, DOI: 10.1016/j.eneco.2019.07.002.
- Zhang, Ping & Shi, XunPeng & Sun, YongPing & Cui, Jingbo & Shao, Shuai, 2019, "Have China's provinces achieved their targets of energy intensity reduction? Reassessment based on nighttime lighting data," Energy Policy, Elsevier, volume 128, issue C, pages 276-283, DOI: 10.1016/j.enpol.2019.01.014.
- Li, Guangqin & Shao, Shuai & Zhang, Lihong, 2019, "Green supply chain behavior and business performance: Evidence from China," Technological Forecasting and Social Change, Elsevier, volume 144, issue C, pages 445-455, DOI: 10.1016/j.techfore.2017.12.014.
- Zhuang Miao & Tomas Baležentis & Zhihua Tian & Shuai Shao & Yong Geng & Rui Wu, 2019, "Environmental Performance and Regulation Effect of China’s Atmospheric Pollutant Emissions: Evidence from “Three Regions and Ten Urban Agglomerations”," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 74, issue 1, pages 211-242, September, DOI: 10.1007/s10640-018-00315-6.
- Shuai Shao & Zhenbing Yang & Lili Yang & Shuang Ma, 2019, "Can China’s Energy Intensity Constraint Policy Promote Total Factor Energy Efficiency? Evidence from the Industrial Sector," The Energy Journal, , volume 40, issue 4, pages 101-128, July, DOI: 10.5547/01956574.40.4.ssha.
- 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, volume 38, issue C, pages 458-467, DOI: 10.1016/j.ememar.2018.12.003.
- 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, volume 523, issue C, pages 747-756, DOI: 10.1016/j.physa.2019.03.010.
- 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, volume 531, issue C, DOI: 10.1016/j.physa.2019.121748.
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2020, "Visibility graph analysis of economy policy uncertainty indices," Papers, arXiv.org, number 2007.12880, Jul.
- 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, volume 534, issue C, DOI: 10.1016/j.physa.2019.122287.
- 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, volume 535, issue C, DOI: 10.1016/j.physa.2019.122380.
- Fenghua Wen & Xin Yang & Wei‐Xing Zhou, 2019, "Tail dependence networks of global stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 558-567, January, DOI: 10.1002/ijfe.1679.
2018
- Che, Yi & Li, Xin, 2018, "Retirement and health: Evidence from China," China Economic Review, Elsevier, volume 49, issue C, pages 84-95, DOI: 10.1016/j.chieco.2018.01.005.
- Che, Yi & Xu, Xun & Zhang, Yan, 2018, "Chinese import competition, crime, and government transfers in US," Journal of Comparative Economics, Elsevier, volume 46, issue 2, pages 544-567, DOI: 10.1016/j.jce.2017.10.003.
- Gerald Yong Gao & Danny Tan Wang & Yi Che, 2018, "Impact of historical conflict on FDI location and performance: Japanese investment in China," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 49, issue 8, pages 1060-1080, October, DOI: 10.1057/s41267-016-0048-6.
- Yi Che & Lei Zhang, 2018, "Human Capital, Technology Adoption and Firm Performance: Impacts of China's Higher Education Expansion in the Late 1990s," Economic Journal, Royal Economic Society, volume 128, issue 614, pages 2282-2320, September, DOI: 10.1111/ecoj.12524.
- Li, Jingchao & Li, Rong, 2018, "Time-to-build, consumption complementarity, and fiscal stimulus," Economics Letters, Elsevier, volume 163, issue C, pages 121-125, DOI: 10.1016/j.econlet.2017.12.022.
- Youping Li & Jie Shuai, 2018, "A Welfare Analysis of Location Space Constraints with Vertically Separated Sellers," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 52, issue 1, pages 161-177, February, DOI: 10.1007/s11151-017-9568-x.
- Wang, Zhenyu & Meng, Jing & Zheng, Heran & Shao, Shuai & Wang, Daoping & Mi, Zhifu & Guan, Dabo, 2018, "Temporal change in India’s imbalance of carbon emissions embodied in international trade," Applied Energy, Elsevier, volume 231, issue C, pages 914-925, DOI: 10.1016/j.apenergy.2018.09.172.
- Yang, Zhenbing & Shao, Shuai & Yang, Lili & Miao, Zhuang, 2018, "Improvement pathway of energy consumption structure in China's industrial sector: From the perspective of directed technical change," Energy Economics, Elsevier, volume 72, issue C, pages 166-176, DOI: 10.1016/j.eneco.2018.04.003.
- Niu, Tong & Yao, Xilong & Shao, Shuai & Li, Ding & Wang, Wenxi, 2018, "Environmental tax shocks and carbon emissions: An estimated DSGE model," Structural Change and Economic Dynamics, Elsevier, volume 47, issue C, pages 9-17, DOI: 10.1016/j.strueco.2018.06.005.
- Shao, Shuai & Tian, Zhihua & Fan, Meiting, 2018, "Do the rich have stronger willingness to pay for environmental protection? New evidence from a survey in China," World Development, Elsevier, volume 105, issue C, pages 83-94, DOI: 10.1016/j.worlddev.2017.12.033.
- Xu, Hai-Chuan & Zhou, Wei-Xing, 2018, "A weekly sentiment index and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 27, issue C, pages 135-139, DOI: 10.1016/j.frl.2018.02.009.
- 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, volume 505, issue C, pages 153-163, DOI: 10.1016/j.physa.2018.03.066.
- 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, arXiv.org, number 1803.09422, Mar.
- 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, volume 18, issue 3, pages 353-370, March, DOI: 10.1080/14697688.2017.1373843.
- 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, arXiv.org, number 1610.08230, Oct.
2017
- Yi Che & Yi Lu & Zhigang Tao, 2017, "Institutional quality and new firm survival," The Economics of Transition, The European Bank for Reconstruction and Development, volume 25, issue 3, pages 495-525, July.
- Yi Che & Yan Zhang, 2017, "Legal Knowledge, Land Expropriation, and Agricultural Development in Rural China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 12, issue 1, pages 132-166, March.
- Youping Li, 2017, "Differential Pricing in Intermediate Good Markets," Journal of Industrial Economics, Wiley Blackwell, volume 65, issue 3, pages 585-596, September.
- Youping Li & Jie Shuai, 2017, "Vertical separation with location–price competition," Journal of Economics, Springer, volume 121, issue 3, pages 255-266, July, DOI: 10.1007/s00712-017-0533-9.
- Liu, Yazhou & Ji, Yueqing & Shao, Shuai & Zhong, Funing & Zhang, Ning & Chen, Yishan, 2017, "Scale of Production, Agglomeration and Agricultural Pollutant Treatment: Evidence From a Survey in China," Ecological Economics, Elsevier, volume 140, issue C, pages 30-45, DOI: 10.1016/j.ecolecon.2017.04.016.
- Yang, Zhenbing & Fan, Meiting & Shao, Shuai & Yang, Lili, 2017, "Does carbon intensity constraint policy improve industrial green production performance in China? A quasi-DID analysis," Energy Economics, Elsevier, volume 68, issue C, pages 271-282, DOI: 10.1016/j.eneco.2017.10.009.
- Shao, Shuai & Tian, Zhihua & Yang, Lili, 2017, "High speed rail and urban service industry agglomeration: Evidence from China's Yangtze River Delta region," Journal of Transport Geography, Elsevier, volume 64, issue C, pages 174-183, DOI: 10.1016/j.jtrangeo.2017.08.019.
- Yang, Zhenbing & Shao, Shuai & Yang, Lili & Liu, Jianghua, 2017, "Differentiated effects of diversified technological sources on energy-saving technological progress: Empirical evidence from China's industrial sectors," Renewable and Sustainable Energy Reviews, Elsevier, volume 72, issue C, pages 1379-1388, DOI: 10.1016/j.rser.2016.11.072.
- 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, volume 105, issue C, pages 271-278, DOI: 10.1016/j.chaos.2017.10.036.
- 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, volume 49, issue C, pages 173-183, DOI: 10.1016/j.intfin.2017.05.001.
- Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2018, "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Papers, arXiv.org, number 1803.09432, Mar.
- 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, volume 483, issue C, pages 201-208, DOI: 10.1016/j.physa.2017.04.065.
- 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, arXiv.org, number 1707.05550, Jul.
- 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, volume 483, issue C, pages 309-318, DOI: 10.1016/j.physa.2017.04.139.
- Huai-Long Shi & Wei-Xing Zhou, 2017, "Time series momentum and contrarian effects in the Chinese stock market," Papers, arXiv.org, number 1702.07374, Feb.
- 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, volume 486, issue C, pages 397-407, DOI: 10.1016/j.physa.2017.05.078.
- 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, arXiv.org, number 1707.05552, Jul.
- 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, volume 50, issue 4, pages 579-594, December, DOI: 10.1007/s10614-016-9612-1.
- 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, arXiv.org, number 1404.1051, Mar, revised Feb 2018.
- Yue-Hua Dai & Wei-Xing Zhou, 2017, "Temporal and spatial correlation patterns of air pollutants in Chinese cities," PLOS ONE, Public Library of Science, volume 12, issue 8, pages 1-24, August, DOI: 10.1371/journal.pone.0182724.
- 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, volume 17, issue 6, pages 959-977, June, DOI: 10.1080/14697688.2016.1241424.
- 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, arXiv.org, number 1408.5618, Aug, 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, Swiss Finance Institute, number 14-57, Aug, revised Nov 2014.
2016
- Yi Che, 2016, "Off-farm employments and land rental behavior: evidence from rural China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 8, issue 1, pages 37-54, February, DOI: 10.1108/CAER-09-2014-0086.
- Scott M. Gilpatric & Youping Li, 2016, "Endogenous Price Leadership and the Strategic Acquisition of Information," Southern Economic Journal, John Wiley & Sons, volume 82, issue 3, pages 859-873, January, DOI: 10.1002/soej.12085.
- Shao, Shuai & Liu, Jianghua & Geng, Yong & Miao, Zhuang & Yang, Yingchun, 2016, "Uncovering driving factors of carbon emissions from China’s mining sector," Applied Energy, Elsevier, volume 166, issue C, pages 220-238, DOI: 10.1016/j.apenergy.2016.01.047.
- Xie, Xuan & Shao, Shuai & Lin, Boqiang, 2016, "Exploring the driving forces and mitigation pathways of CO2 emissions in China’s petroleum refining and coking industry: 1995–2031," Applied Energy, Elsevier, volume 184, issue C, pages 1004-1015, DOI: 10.1016/j.apenergy.2016.06.008.
- Yao, Xin & Guo, Chengwen & Shao, Shuai & Jiang, Zhujun, 2016, "Total-factor CO2 emission performance of China’s provincial industrial sector: A meta-frontier non-radial Malmquist index approach," Applied Energy, Elsevier, volume 184, issue C, pages 1142-1153, DOI: 10.1016/j.apenergy.2016.08.064.
- Lu, Zhijian & Shao, Shuai, 2016, "Impacts of government subsidies on pricing and performance level choice in Energy Performance Contracting: A two-step optimal decision model," Applied Energy, Elsevier, volume 184, issue C, pages 1176-1183, DOI: 10.1016/j.apenergy.2016.05.106.
- Shan, Yuli & Liu, Jianghua & Liu, Zhu & Xu, Xinwanghao & Shao, Shuai & Wang, Peng & Guan, Dabo, 2016, "New provincial CO2 emission inventories in China based on apparent energy consumption data and updated emission factors," Applied Energy, Elsevier, volume 184, issue C, pages 742-750, DOI: 10.1016/j.apenergy.2016.03.073.
- Zhao, Xingrong & Zhang, Xi & Shao, Shuai, 2016, "Decoupling CO2 emissions and industrial growth in China over 1993–2013: The role of investment," Energy Economics, Elsevier, volume 60, issue C, pages 275-292, DOI: 10.1016/j.eneco.2016.10.008.
- Li, Chengyu & Shao, Shuai & Yang, Lili & Yu, Mingliang, 2016, "Comparability of estimating energy rebound effect should be based on uniform mechanism and benchmark: A reply to Du and Lin," Energy Policy, Elsevier, volume 91, issue C, pages 60-63, DOI: 10.1016/j.enpol.2016.01.001.
- Shao, Shuai & Yang, Lili & Gan, Chunhui & Cao, Jianhua & Geng, Yong & Guan, Dabo, 2016, "Using an extended LMDI model to explore techno-economic drivers of energy-related industrial CO2 emission changes: A case study for Shanghai (China)," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 516-536, DOI: 10.1016/j.rser.2015.10.081.
- 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, volume 88, issue C, pages 48-58, DOI: 10.1016/j.chaos.2015.10.031.
- 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, volume 51, issue 4, pages 1501-1519, December, DOI: 10.1007/s00181-015-1057-1.
- 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, arXiv.org, number 1405.5000, May.
- 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, volume 16, issue 11, pages 1713-1724, November, DOI: 10.1080/14697688.2016.1175656.
- 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, arXiv.org, number 1508.07505, Aug.
2015
- Che, Yi & Du, Julan & Lu, Yi & Tao, Zhigang, 2015, "Once an enemy, forever an enemy? The long-run impact of the Japanese invasion of China from 1937 to 1945 on trade and investment," Journal of International Economics, Elsevier, volume 96, issue 1, pages 182-198, DOI: 10.1016/j.jinteco.2015.01.001.
- Che, Yi & Du, Julan & Lu, Yi & Tao, Zhigang, 2011, "Once an enemy, forever an enemy? the long-run impact of the Japanese invasion of China from 1937 to 1945 on trade and investment," MPRA Paper, University Library of Munich, Germany, number 38791, Dec.
- Yi Che & Yan Zhang & Linhui Yu, 2015, "The development of farm labor market in rural China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 7, issue 2, pages 280-302, May, DOI: 10.1108/CAER-01-2014-0001.
- Scott M. Gilpatric & Youping Li, 2015, "Information Value Under Demand Uncertainty And Endogenous Market Leadership," Economic Inquiry, Western Economic Association International, volume 53, issue 1, pages 589-603, January, DOI: 10.1111/ecin.12119.
- Rudy Santore & Youping Li & Stephen Cotten, 2015, "Colluding with a conscience," Journal of Economics, Springer, volume 114, issue 3, pages 255-269, April, DOI: 10.1007/s00712-014-0390-8.
- Fan, Meiting & Shao, Shuai & Yang, Lili, 2015, "Combining global Malmquist–Luenberger index and generalized method of moments to investigate industrial total factor CO2 emission performance: A case of Shanghai (China)," Energy Policy, Elsevier, volume 79, issue C, pages 189-201, DOI: 10.1016/j.enpol.2014.12.027.
- 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, volume 419, issue C, pages 575-584, DOI: 10.1016/j.physa.2014.10.039.
- 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, arXiv.org, number 1308.0925, Aug.
- 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, volume 439, issue C, pages 114-123, DOI: 10.1016/j.physa.2015.07.029.
- 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, volume 439, issue C, pages 75-84, DOI: 10.1016/j.physa.2015.07.032.
- Hong Zhu & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015, "Profitability of simple technical trading rules of Chinese stock exchange indexes," Papers, arXiv.org, number 1504.04254, Apr.
- 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, volume 10, issue 4, pages 1-20, April, DOI: 10.1371/journal.pone.0120312.
- 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, arXiv.org, number 1503.03548, Mar.
- 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, volume 10, issue 9, pages 1-22, September, DOI: 10.1371/journal.pone.0137892.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015, "Profitability of contrarian strategies in the Chinese stock market," Papers, arXiv.org, number 1505.00328, May.
2014
- Yi Che, 2014, "Mismatch," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 6, issue 2, pages 229-247, April, DOI: 10.1108/CAER-06-2012-0070.
- Youping Li, 2014, "A Note on Third Degree Price Discrimination in Intermediate Good Markets," Journal of Industrial Economics, Wiley Blackwell, volume 62, issue 3, pages 554-554, September.
- Li, Youping, 2014, "Price leadership in a vertically differentiated market," Economic Modelling, Elsevier, volume 38, issue C, pages 67-70, DOI: 10.1016/j.econmod.2013.12.005.
- Shao, Shuai & Huang, Tao & Yang, Lili, 2014, "Using latent variable approach to estimate China׳s economy-wide energy rebound effect over 1954–2010," Energy Policy, Elsevier, volume 72, issue C, pages 235-248, DOI: 10.1016/j.enpol.2014.04.041.
- Jiang, Zhujun & Shao, Shuai, 2014, "Distributional effects of a carbon tax on Chinese households: A case of Shanghai," Energy Policy, Elsevier, volume 73, issue C, pages 269-277, DOI: 10.1016/j.enpol.2014.06.005.
- Shao, Shuai & Yang, Lili, 2014, "Natural resource dependence, human capital accumulation, and economic growth: A combined explanation for the resource curse and the resource blessing," Energy Policy, Elsevier, volume 74, issue C, pages 632-642, DOI: 10.1016/j.enpol.2014.07.007.
- Taotao Deng & Shuai Shao & Lili Yang & Xueliang Zhang, 2014, "Has the transport-led economic growth effect reached a peak in China? A panel threshold regression approach," Transportation, Springer, volume 41, issue 3, pages 567-587, May, DOI: 10.1007/s11116-013-9503-4.
- Taotao Deng & Mulan Ma & Shuai Shao, 2014, "Research Note: Has International Tourism Promoted Economic Growth in China? A Panel Threshold Regression Approach," Tourism Economics, , volume 20, issue 4, pages 911-917, August, DOI: 10.5367/te.2013.0308.
- Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014, "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, volume 36, issue C, pages 8-17, DOI: 10.1016/j.econmod.2013.09.011.
- Wen-Jie Xie & Zhi-Qiang Jiang & Wei-Xing Zhou, 2012, "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Papers, arXiv.org, number 1211.5502, Nov.
- 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, volume 405, issue C, pages 235-244, DOI: 10.1016/j.physa.2014.02.042.
- Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012, "Testing the weak-form efficiency of the WTI crude oil futures market," Papers, arXiv.org, number 1211.4686, Nov.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014, "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, Hindawi, volume 2014, pages 1-11, May, DOI: 10.1155/2014/328498.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014, "Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents," Abstract and Applied Analysis, John Wiley & Sons, volume 2014, issue 1, DOI: 10.1155/2014/328498.
- Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014, "Wealth share analysis with "fundamentalist/chartist" heterogeneous agents," Papers, arXiv.org, number 1405.5939, May.
- 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, volume 2014, pages 1-10, April, DOI: 10.1155/2014/563912.
- 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, arXiv.org, number 1404.1052, Mar.
- Fei Ren & Wei-Xing Zhou, 2014, "Dynamic Evolution of Cross-Correlations in the Chinese Stock Market," PLOS ONE, Public Library of Science, volume 9, issue 5, pages 1-15, May, DOI: 10.1371/journal.pone.0097711.
- Fei Ren & Wei-Xing Zhou, 2013, "Dynamic evolution of cross-correlations in the Chinese stock market," Papers, arXiv.org, number 1308.1154, Aug, revised Dec 2013.
2013
- Yi Che & Danny T. Wang, 2013, "Multinationals, Institutions and Economic Growth in China," Asian Economic Journal, East Asian Economic Association, volume 27, issue 1, pages 1-16, March.
- Che, Yi & Lu, Yi & Tao, Zhigang & Wang, Peng, 2013, "The impact of income on democracy revisited," Journal of Comparative Economics, Elsevier, volume 41, issue 1, pages 159-169, DOI: 10.1016/j.jce.2012.05.006.
- Li, Youping, 2013, "Timing of investments and third degree price discrimination in intermediate good markets," Economics Letters, Elsevier, volume 121, issue 2, pages 316-320, DOI: 10.1016/j.econlet.2013.08.032.
- Yang, Jianxia & Wu, John, 2013, "Strategic correlativity and network games," Economic Modelling, Elsevier, volume 30, issue C, pages 663-669, DOI: 10.1016/j.econmod.2012.09.025.
- Zhao, Yan, 2013, "Borrowing constraints and the trade balance–output comovement," Economic Modelling, Elsevier, volume 32, issue C, pages 34-41, DOI: 10.1016/j.econmod.2013.01.024.
- Zhao, Yan, 2011, "Borrowing constraints and the trade balance-output comovement," MPRA Paper, University Library of Munich, Germany, number 36902, Nov.
- 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, volume 392, issue 19, pages 4417-4428, DOI: 10.1016/j.physa.2013.05.011.
- Fei Ren & Wei-Xing Zhou, 2013, "Analysis of trade packages in the Chinese stock market," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 7, pages 1071-1089, January, DOI: 10.1080/14697688.2013.765957.
- Fei Ren & Wei-Xing Zhou, 2011, "Analysis of trade packages in Chinese stock market," Papers, arXiv.org, number 1103.1526, Mar.
2012
- Shen, Ling, 2012, "Are house prices too high in China?," China Economic Review, Elsevier, volume 23, issue 4, pages 1206-1210, DOI: 10.1016/j.chieco.2012.03.008.
- Zhou, Wei-Xing, 2012, "Finite-size effect and the components of multifractality in financial volatility," Chaos, Solitons & Fractals, Elsevier, volume 45, issue 2, pages 147-155, DOI: 10.1016/j.chaos.2011.11.004.
- Wei-Xing Zhou, 2009, "Finite-size effect and the components of multifractality in financial volatility," Papers, arXiv.org, number 0912.4782, Dec.
- 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, volume 391, issue 22, pages 5704-5711, DOI: 10.1016/j.physa.2012.06.034.
- Wei-Xing Zhou, 2012, "Universal price impact functions of individual trades in an order-driven market," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 8, pages 1253-1263, June, DOI: 10.1080/14697688.2010.504733.
- Wei-Xing Zhou, 2007, "Universal price impact functions of individual trades in an order-driven market," Papers, arXiv.org, number 0708.3198, Aug, revised Apr 2008.
2011
- Shao, Shuai & Yang, Lili & Yu, Mingbo & Yu, Mingliang, 2011, "Estimation, characteristics, and determinants of energy-related industrial CO2 emissions in Shanghai (China), 1994-2009," Energy Policy, Elsevier, volume 39, issue 10, pages 6476-6494, October.
- 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, volume 390, issue 20, pages 3592-3601, DOI: 10.1016/j.physa.2011.04.020.
- 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, volume 390, issue 23, pages 4388-4395, DOI: 10.1016/j.physa.2011.07.008.
- 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, volume 390, issue 9, pages 1646-1654, DOI: 10.1016/j.physa.2011.01.001.
- 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, arXiv.org, number 1008.0160, Aug.
- 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, volume 6, issue 8, pages 1-9, August, DOI: 10.1371/journal.pone.0022794.
- 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, arXiv.org, number 1102.2138, Feb.
- 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, Swiss Finance Institute, number 11-05, Feb.
- 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, volume 6, issue 9, pages 1-9, September, DOI: 10.1371/journal.pone.0024391.
- 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, Swiss Finance Institute, number 11-30, Aug.
2010
- Youping Li & Cristina M. Reiser & Zhou Yang, 2010, "Inducing R&D investment with price ceilings," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1548-1553.
- Marc Schiffbauer & Ling Shen, 2010, "Democracy vs. dictatorship," The Economics of Transition, The European Bank for Reconstruction and Development, volume 18, issue 1, pages 59-90, January, DOI: 10.1111/j.1468-0351.2009.00371.x.
- 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, volume 74, issue 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," Papers, arXiv.org, number 0909.1007, Sep, revised Oct 2009.
- 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, Swiss Finance Institute, number 09-39, Sep.
- 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, ETH Zurich, Chair of Systems Design, number CCSS-09-008.
- 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, volume 389, issue 13, pages 2675-2681, DOI: 10.1016/j.physa.2010.02.043.
- 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, volume 389, issue 14, pages 2751-2761, DOI: 10.1016/j.physa.2010.02.040.
- 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, arXiv.org, number 0911.0057, Oct.
- 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, volume 389, issue 17, pages 3538-3545, DOI: 10.1016/j.physa.2010.04.010.
- 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, arXiv.org, number 1001.3176, Jan.
- 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, volume 389, issue 18, pages 3876-3882, DOI: 10.1016/j.physa.2010.05.032.
- 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, volume 389, issue 2, pages 278-286, DOI: 10.1016/j.physa.2009.09.019.
- 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, arXiv.org, number 0905.0582, May.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010, "Complex stock trading network among investors," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4929-4941, DOI: 10.1016/j.physa.2010.07.024.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2010, "Complex stock trading network among investors," Papers, arXiv.org, number 1003.2459, Mar, revised May 2010.
- 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, volume 389, issue 4, pages 807-814, DOI: 10.1016/j.physa.2009.10.028.
2009
- SHAO Shuai & QI Zhongying, 2009, "Energy exploitation and economic growth in Western China: An empirical analysis based on the resource curse hypothesis," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 4, issue 1, pages 125-152, March.
- Shuai Shao & Zhongying Qi, 2009, "Energy exploitation and economic growth in Western China: An empirical analysis based on the resource curse hypothesis," Frontiers of Economics in China, Springer;Higher Education Press, volume 4, issue 1, pages 125-152, March, DOI: 10.1007/s11459-009-0008-1.
- Song, Dong-Ming & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2009, "Statistical properties of world investment networks," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 12, pages 2450-2460, DOI: 10.1016/j.physa.2009.03.004.
- 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, volume 388, issue 13, pages 2623-2639, DOI: 10.1016/j.physa.2009.03.023.
- 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, volume 388, issue 17, pages 3345-3354, DOI: 10.1016/j.physa.2009.05.006.
- 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, volume 388, issue 22, pages 4787-4796, DOI: 10.1016/j.physa.2009.08.009.
- Fei Ren & Gao-Feng Gu & Wei-Xing Zhou, 2009, "Scaling and memory in the return intervals of realized volatility," Papers, arXiv.org, number 0904.1107, Apr, revised Aug 2009.
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009, "Detrended fluctuation analysis of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 388, issue 4, pages 433-440, DOI: 10.1016/j.physa.2008.10.028.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008, "Detrended fluctuation analysis of intertrade durations," Papers, arXiv.org, number 0806.2444, Jun.
- 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, volume 388, issue 6, pages 869-880, DOI: 10.1016/j.physa.2008.11.041.
- Wei-Xing Zhou & Didier Sornette, 2007, "A case study of speculative financial bubbles in the South African stock market 2003-2006," Papers, arXiv.org, number physics/0701171, Jan, revised Oct 2008.
- 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, volume 388, issue 6, pages 881-890, DOI: 10.1016/j.physa.2008.12.005.
- Fei Ren & Liang Guo & Wei-Xing Zhou, 2008, "Statistical properties of volatility return intervals of Chinese stocks," Papers, arXiv.org, number 0807.1818, Jul.
- 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, volume 388, issue 8, pages 1571-1576, DOI: 10.1016/j.physa.2009.01.011.
- 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, volume 67, issue 4, pages 585-592, February, DOI: 10.1140/epjb/e2009-00052-4.
- Gao-Feng Gu & Wei-Xing Zhou, 2008, "On the probability distribution of stock returns in the Mike-Farmer model," Papers, arXiv.org, number 0805.3593, May.
- 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, volume 68, issue 1, pages 145-152, March, DOI: 10.1140/epjb/e2009-00059-9.
- 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, arXiv.org, number 0812.1512, Dec.
2008
- 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, volume 387, issue 1, pages 243-260, DOI: 10.1016/j.physa.2007.08.059.
- 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, arXiv.org, number 0704.0589, Apr.
- 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, volume 387, issue 13, pages 3173-3182, DOI: 10.1016/j.physa.2008.01.114.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007, "Empirical regularities of order placement in the Chinese stock market," Papers, arXiv.org, number 0712.0912, Dec.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008, "Multifractality in stock indexes: Fact or Fiction?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 14, pages 3605-3614, DOI: 10.1016/j.physa.2008.02.015.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2007, "Multifractality in stock indexes: Fact or fiction?," Papers, arXiv.org, number 0706.2140, Jun.
- 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, volume 387, issue 19, pages 4881-4888, DOI: 10.1016/j.physa.2008.04.028.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2008, "Multifractal analysis of Chinese stock volatilities based on partition function approach," Papers, arXiv.org, number 0801.1710, Jan, revised Feb 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, volume 387, issue 2, pages 495-502, DOI: 10.1016/j.physa.2007.10.012.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007, "Empirical distributions of Chinese stock returns at different microscopic timescales," Papers, arXiv.org, number 0708.3472, Aug.
- 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, volume 387, issue 2, pages 503-510, DOI: 10.1016/j.physa.2007.09.029.
- 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, arXiv.org, number 0707.2284, Jul.
- 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, volume 387, issue 21, pages 5182-5188, DOI: 10.1016/j.physa.2008.05.008.
- Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2008, "Empirical shape function of limit-order books in the Chinese stock market," Papers, arXiv.org, number 0801.3712, Jan.
- 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, volume 387, issue 21, pages 5211-5218, DOI: 10.1016/j.physa.2008.05.019.
- Guo-Hua Mu & Wei-Xing Zhou, 2007, "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Papers, arXiv.org, number 0709.1219, Sep.
- 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, volume 387, issue 23, pages 5818-5825, DOI: 10.1016/j.physa.2008.06.039.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008, "Scaling in the distribution of intertrade durations of Chinese stocks," Papers, arXiv.org, number 0804.3431, Apr, revised Apr 2008.
2007
- Ling Shen, 2007, "When will a Dictator be Good?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 31, issue 2, pages 343-366, May, DOI: 10.1007/s00199-006-0110-x.
- 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, volume 375, issue 2, pages 741-752, DOI: 10.1016/j.physa.2006.10.025.
- 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, volume 380, issue C, pages 287-296, DOI: 10.1016/j.physa.2007.02.114.
- 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, arXiv.org, number physics/0607197, Jul.
- 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, volume 381, issue C, pages 343-350, DOI: 10.1016/j.physa.2007.03.015.
- 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, volume 383, issue 2, pages 497-506, DOI: 10.1016/j.physa.2007.05.007.
- Gao-Feng Gu & Wei-Xing Zhou, 2006, "Statistical properties of daily ensemble variables in the Chinese stock markets," Papers, arXiv.org, number physics/0603147, Mar.
- 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, volume 55, issue 2, pages 175-181, January, DOI: 10.1140/epjb/e2006-00391-6.
- 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, volume 57, issue 1, pages 81-87, May, DOI: 10.1140/epjb/e2007-00158-7.
- 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, volume 57, issue 3, pages 347-355, June, DOI: 10.1140/epjb/e2007-00174-7.
2006
- Sornette, Didier & Zhou, Wei-Xing, 2006, "Predictability of large future changes in major financial indices," International Journal of Forecasting, Elsevier, volume 22, issue 1, pages 153-168.
- D. Sornette & W. -X. Zhou, 2003, "Predictability of large future changes in major financial indices," Papers, arXiv.org, number cond-mat/0304601, Apr, revised Aug 2004.
- 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, volume 28, issue 1, pages 195-224, March.
- 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, volume 360, issue 2, pages 459-482, DOI: 10.1016/j.physa.2005.06.084.
- Wei-Xing Zhou & Didier Sornette, 2005, "Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction," Papers, arXiv.org, number physics/0505079, May.
- Zhou, Wei-Xing & Sornette, Didier, 2006, "Is there a real-estate bubble in the US?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 361, issue 1, pages 297-308, DOI: 10.1016/j.physa.2005.06.098.
- Wei-Xing Zhou & Didier Sornette, 2005, "Is There a Real-Estate Bubble in the US?," Papers, arXiv.org, number physics/0506027, Jun.
- 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, volume 370, issue 2, pages 704-726, DOI: 10.1016/j.physa.2006.02.022.
- Didier Sornette & Wei-Xing Zhou, 2005, "Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets," Papers, arXiv.org, number cond-mat/0503607, Mar, revised Mar 2005.
2005
- 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, volume 346, issue 3, pages 529-560, DOI: 10.1016/j.physa.2004.08.021.
- G. Broekstra & D. Sornette & W. -X. Zhou, 2004, "Bubble, Critical Zone and the Crash of Royal Ahold," Papers, arXiv.org, number cond-mat/0403563, Mar.
- Zhou, Wei-Xing & Sornette, Didier, 2005, "Testing the stability of the 2000 US stock market “antibubble”," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 348, issue C, pages 428-452, DOI: 10.1016/j.physa.2004.09.032.
- Zhou, Wei-Xing & Yuan, Wei-Kang, 2005, "Inverse statistics in stock markets: Universality and idiosyncracy," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 353, issue C, pages 433-444, DOI: 10.1016/j.physa.2005.02.011.
- Wei-Xing Zhou & Wei-Kang Yuan, 2004, "Inverse statistics in stock markets: Universality and idiosyncracy," Papers, arXiv.org, number cond-mat/0410225, Oct, 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, volume 5, issue 6, pages 577-591, DOI: 10.1080/14697680500383763.
- 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, arXiv.org, number cond-mat/0408166, Aug.
2004
- 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, volume 332, issue C, pages 412-440, DOI: 10.1016/j.physa.2003.10.010.
- 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, arXiv.org, number cond-mat/0306496, Jun.
- 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, volume 337, issue 1, pages 243-268, DOI: 10.1016/j.physa.2004.01.051.
- W. -X. Zhou & D. Sornette, 2003, "Antibubble and Prediction of China's stock market and Real-Estate," Papers, arXiv.org, number cond-mat/0312149, Dec.
- 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, volume 337, issue 3, pages 586-608, DOI: 10.1016/j.physa.2004.02.009.
- 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, arXiv.org, number cond-mat/0312658, Dec.
2003
- Sornette, D & Takayasu, H & Zhou, W.-X, 2003, "Finite-time singularity signature of hyperinflation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 325, issue 3, pages 492-506, DOI: 10.1016/S0378-4371(03)00247-4.
- D. Sornette & H. Takayasu & W. -X. Zhou, 2003, "Finite-Time Singularity Signature of Hyperinflation," Papers, arXiv.org, number physics/0301007, Jan.
- 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, volume 329, issue 1, pages 249-263, DOI: 10.1016/S0378-4371(03)00600-9.
- W. -X. Zhou & D. Sornette, 2003, "2000-2003 Real Estate Bubble in the UK but not in the USA," Papers, arXiv.org, number physics/0303028, Mar, 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, volume 330, issue 3, pages 543-583, DOI: 10.1016/j.physa.2002.12.001.
- W. -X. Zhou & D. Sornette, 2002, "Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000," Papers, arXiv.org, number cond-mat/0212010, Dec, revised Aug 2003.
- 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, volume 330, issue 3, pages 584-604, DOI: 10.1016/j.physa.2003.09.022.
- Didier Sornette & Wei-Xing Zhou, 2003, "The US 2000-2002 market descent: clarification," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 3, pages 39-41, DOI: 10.1088/1469-7688/3/3/604.
- D. Sornette & W. -X. Zhou, 2003, "The US 2000-2003 Market Descent: Clarifications," Papers, arXiv.org, number cond-mat/0305004, Apr.
- 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., volume 14, issue 04, pages 459-470, DOI: 10.1142/S0129183103004632.
- 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., volume 14, issue 08, pages 1107-1125, DOI: 10.1142/S0129183103005212.
- Wei-Xing Zhou & Didier Sornette, 2002, "Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes," Papers, arXiv.org, number cond-mat/0205531, May.
2002
- Didier Sornette & Wei-Xing Zhou, 2002, "The US 2000-2002 market descent: How much longer and deeper?," Quantitative Finance, Taylor & Francis Journals, volume 2, issue 6, pages 468-481, DOI: 10.1080/14697688.2002.0000014.
- D. Sornette & W. -X. Zhou, 2002, "The US 2000-2002 Market Descent: How Much Longer and Deeper?," Papers, arXiv.org, number cond-mat/0209065, Sep.
- 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., volume 13, issue 02, pages 137-169, DOI: 10.1142/S0129183102003024.
2001
- 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, volume 294, issue 3, pages 273-282, DOI: 10.1016/S0378-4371(01)00115-7.
Books
2024
- Zhou,Wei-Xing & Jiang,Zhi-Qiang & Xie,Wen-Jie, 2024, "Recurrence Interval Analysis of Financial Time Series," Cambridge Books, Cambridge University Press, number 9781009381734.
- Zhou,Wei-Xing & Jiang,Zhi-Qiang & Xie,Wen-Jie, 2024, "Recurrence Interval Analysis of Financial Time Series," Cambridge Books, Cambridge University Press, number 9781009486613.
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