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Publications

by members of

School of Business
East China University of Science and Technology
Shanghai, China

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. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2019

  1. Hai-Chuan Xu & Gao-Feng Gu & Wei-Xing Zhou, 2019. "Direct determination approach for the multifractal detrending moving average analysis," Papers 1902.04437, arXiv.org.
  2. Fenghua Wen & Yujie Yuan & Wei-Xing Zhou, 2019. "Cross-shareholding networks and stock price synchronicity: Evidence from China," Papers 1903.01655, arXiv.org.
  3. Peng Wang & Jun-Chao Ma & Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette, 2019. "Comparative analysis of layered structures in empirical investor networks and cellphone communication networks," Papers 1907.01119, arXiv.org.
  4. Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2019. "A global economic policy uncertainty index from principal component analysis," Papers 1907.05049, arXiv.org, revised Jul 2019.

2018

  1. Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Zhi-Qiang Jiang & Wei-Xing Zhou, 2018. "Multifractal characteristics and return predictability in the Chinese stock markets," Papers 1806.07604, arXiv.org.
  2. Hai-Chuan Xu & Wei-Xing Zhou, 2018. "Modeling aggressive market order placements with Hawkes factor models," Papers 1811.08076, arXiv.org.
  3. Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou & Didier Sornette, 2018. "Multifractal analysis of financial markets," Papers 1805.04750, arXiv.org.
  4. Yu-Lei Wan & Gang-Jin Wang & Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2018. "The cooling-off effect of price limits in the Chinese stock markets," Papers 1803.09422, arXiv.org.
  5. Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2018. "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Papers 1803.09432, arXiv.org.

2017

  1. T. Zhang & G. -F. Gu & H. -C. Xu & X. Xiong & W. Chen & W. -X. Zhou, 2017. "Power-law tails in the distribution of order imbalance," Papers 1707.05550, arXiv.org.
  2. Peng Yue & Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei-Xing Zhou, 2017. "Linear and nonlinear correlations in order aggressiveness of Chinese stocks," Papers 1707.05604, arXiv.org.
  3. Huai-Long Shi & Wei-Xing Zhou, 2017. "Time series momentum and contrarian effects in the Chinese stock market," Papers 1702.07374, arXiv.org.
  4. H. -L. Shi & W. -X. Zhou, 2017. "Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets," Papers 1707.05552, arXiv.org.
  5. Gao-Feng Gu & Xiong Xiong & Hai-Chuan Xu & Wei Zhang & Yong-Jie Zhang & Wei Chen & Wei-Xing Zhou, 2017. "An empirical behavioural order-driven model with price limit rules," Papers 1704.04354, arXiv.org.

2016

  1. Wen-Jie Xie & Ming-Xia Li & Hai-Chuan Xu & Wei Chen & Wei-Xing Zhou & H. E. Stanley, 2016. "Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks," Papers 1611.06666, arXiv.org, revised Dec 2016.
  2. Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2016. "Short term prediction of extreme returns based on the recurrence interval analysis," Papers 1610.08230, arXiv.org.
  3. Zhi-Qiang Jiang & Xing-Lu Gao & Wei-Xing Zhou & H. Eugene Stanley, 2016. "Multifractal cross wavelet analysis," Papers 1610.09519, arXiv.org, revised Feb 2018.
  4. Rui-Qi Han & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2016. "Market correlation structure changes around the Great Crash," Papers 1602.00125, arXiv.org.
  5. Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou & H Eugene Stanley, 2016. "Limit-order book resiliency after effective market orders: Spread, depth and intensity," Papers 1602.00731, arXiv.org, revised Feb 2017.
  6. Zhi-Qiang Jiang & Yan-Hong Yang & Gang-Jin Wang & Wei-Xing Zhou, 2016. "Joint multifractal analysis based on wavelet leaders," Papers 1611.00897, arXiv.org.
  7. Hai-Chuan Xu & Zhi-Qiang Jiang & Wei-Xing Zhou, 2016. "Immediate price impact of a stock and its warrant: Power-law or logarithmic model?," Papers 1611.04091, arXiv.org.
  8. Qing Cai & Hai-Chuan Xu & Wei-Xing Zhou, 2016. "Taylor's Law of temporal fluctuation scaling in stock illiquidity," Papers 1610.01149, arXiv.org.
  9. Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2016. "Time-varying return predictability in the Chinese stock market," Papers 1611.04090, arXiv.org.

2015

  1. Hong Zhu & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Profitability of simple technical trading rules of Chinese stock exchange indexes," Papers 1504.04254, arXiv.org.
  2. Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015. "Profitability of contrarian strategies in the Chinese stock market," Papers 1505.00328, arXiv.org.
  3. Yu-Lei Wan & Wen-Jie Xie & Gao-Feng Gu & Zhi-Qiang Jiang & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2015. "Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets," Papers 1503.03548, arXiv.org.
  4. Wen-Jie Xie & Zhi-Qiang Jiang & Gao-Feng Gu & Xiong Xiong & Wei-Xing Zhou, 2015. "Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application," Papers 1509.05952, arXiv.org.
  5. Shan Wang & Zhi-Qiang Jiang & Sai-Ping Li & Wei-Xing Zhou, 2015. "Testing the performance of technical trading rules in the Chinese market," Papers 1504.06397, arXiv.org.
  6. Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015. "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers 1508.07505, arXiv.org.
  7. Ying-Hui Shao & Gao-Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015. "Effects of polynomial trends on detrending moving average analysis," Papers 1505.02750, arXiv.org.
  8. Xi-Yuan Qian & Ya-Min Liu & Zhi-Qiang Jiang & Boris Podobnik & Wei-Xing Zhou & H. Eugene Stanley, 2015. "Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces," Papers 1504.02435, arXiv.org, revised Apr 2015.
  9. Hao Meng & Wen-Jie Xie & Wei-Xing Zhou, 2015. "Club Convergence of House Prices: Evidence from China's Ten Key Cities," Papers 1503.05550, arXiv.org.

2014

  1. B. Podobnik & A. Majdandzic & C. Curme & Z. Qiao & W. -X. Zhou & H. E. Stanley & B. Li, 2014. "Network Risk and Forecasting Power in Phase-Flipping Dynamical Networks," Papers 1401.7450, arXiv.org.
  2. Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014. "Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns," Papers 1404.1051, arXiv.org, revised Feb 2018.
  3. Gao-Feng Gu & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & Wei-Xing Zhou, 2014. "Empirical properties of inter-cancellation durations in the Chinese stock market," Papers 1403.3478, arXiv.org.
  4. Hao MENG & Wei-Xing ZHOU & Didier SORNETTE, 2014. "Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies," Swiss Finance Institute Research Paper Series 14-57, Swiss Finance Institute, revised Nov 2014.
  5. Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2014. "Stylized facts of price gaps in limit order books: Evidence from Chinese stocks," Papers 1405.1247, arXiv.org.
  6. Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "Wealth share analysis with "fundamentalist/chartist" heterogeneous agents," Papers 1405.5939, arXiv.org.
  7. Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2014. "Correlation structure and principal components in global crude oil market," Papers 1405.5000, arXiv.org.
  8. Hai-Chuan Xu & Wei Zhang & Xiong Xiong & Wei-Xing Zhou, 2014. "An agent-based computational model for China's stock market and stock index futures market," Papers 1404.1052, arXiv.org.

2013

  1. Fei Ren & Wei-Xing Zhou, 2013. "Dynamic evolution of cross-correlations in the Chinese stock market," Papers 1308.1154, arXiv.org, revised Dec 2013.
  2. Hao Meng & Wen-Jie Xie & Zhi-Qiang Jiang & Boris Podobnik & Wei-Xing Zhou & H. Eugene Stanley, 2013. "Systemic risk and spatiotemporal dynamics of the US housing market," Papers 1306.2831, arXiv.org.
  3. Ming-Xia Li & Zhi-Qiang Jiang & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou, 2013. "Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant," Papers 1308.0925, arXiv.org.

2012

  1. W. -X. Zhou & G. -H. Mu & J. Kert'esz, 2012. "Random matrix approach to the dynamics of stock inventory variations," Papers 1201.0433, arXiv.org.
  2. Wen-Jie Xie & Zhi-Qiang Jiang & Wei-Xing Zhou, 2012. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Papers 1211.5502, arXiv.org.
  3. Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012. "Testing the weak-form efficiency of the WTI crude oil futures market," Papers 1211.4686, arXiv.org.
  4. Wei-Xing Zhou, 2012. "Determinants of immediate price impacts at the trade level in an emerging order-driven market," Papers 1201.5448, arXiv.org.
  5. Hao Meng & Fei Ren & Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei-Xing Zhou & Wei Zhang, 2012. "Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations," Papers 1201.2825, arXiv.org.
  6. Ying-Hui Shao & Gao Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette, 2012. "Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series," Papers 1208.4158, arXiv.org.
  7. Zhi-Qiang Jiang & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Yong-Jie Zhang & W. -X. Zhou, 2012. "Trading networks, abnormal motifs and stock manipulation," Papers 1301.0007, arXiv.org.

2011

  1. Zhao, Yan, 2011. "Borrowing constraints and the trade balance-output comovement," MPRA Paper 36902, University Library of Munich, Germany.
  2. Gao-Feng Gu & Xiong Xiong & Fei Ren & Wei-Xing Zhou & Wei Zhang, 2011. "The position profiles of order cancellations in an emerging stock market," Papers 1112.6085, arXiv.org, revised May 2013.
  3. Zhi-Qiang Jiang & Wei-Xing Zhou, 2011. "Multifractal detrending moving average cross-correlation analysis," Papers 1103.2577, arXiv.org, revised Mar 2011.
  4. Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE, 2011. "Investment strategies used as spectroscopy of financial markets reveal new stylized facts," Swiss Finance Institute Research Paper Series 11-30, Swiss Finance Institute.
  5. Wei-Xing Zhou & Guo-Hua Mu & Wei Chen & Didier Sornette, 2011. "Strategies used as spectroscopy of financial markets reveal new stylized facts," Papers 1104.3616, arXiv.org.
  6. Dong-Ming Song & Michele Tumminello & Wei-Xing Zhou & Rosario N. Mantegna, 2011. "Evolution of worldwide stock markets, correlation structure and correlation based graphs," Papers 1103.5555, arXiv.org.
  7. Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011. "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series 11-29, Swiss Finance Institute.
  8. Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series 11-05, Swiss Finance Institute.
  9. Fei Ren & Wei-Xing Zhou, 2011. "Analysis of trade packages in Chinese stock market," Papers 1103.1526, arXiv.org.

2010

  1. Gomme, Paul & Zhao, Yan, 2010. "The volatility of consumption and output with increasing industrialization," MPRA Paper 33721, University Library of Munich, Germany, revised 17 Aug 2011.
  2. Fei Ren & Wei-Xing Zhou, 2010. "Recurrence interval analysis of trading volumes," Papers 1002.1653, arXiv.org.
  3. Guo-Hua Mu & Wei-Xing Zhou & Wei Chen & Janos Kertesz, 2010. "Order flow dynamics around extreme price changes on an emerging stock market," Papers 1003.0168, arXiv.org.
  4. Guo-Hua Mu & Wei-Xing Zhou, 2010. "Nonuniversal distributions of stock returns in an emerging market," Papers 1003.5984, arXiv.org.
  5. Yong-Ping Ruan & Wei-Xing Zhou, 2010. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Papers 1008.0160, arXiv.org.
  6. Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou, 2010. "The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document," Papers 1005.5675, arXiv.org, revised Nov 2010.
  7. Gao-Feng Gu & Wei-Xing Zhou, 2010. "Detrending moving average algorithm for multifractals," Papers 1005.0877, arXiv.org, revised Jun 2010.
  8. Zhi-Qiang Jiang & Wei-Xing Zhou, 2010. "Complex stock trading network among investors," Papers 1003.2459, arXiv.org, revised May 2010.
  9. Fu-Tie Song & Wei-Xing Zhou, 2010. "Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change," Papers 1001.3176, arXiv.org.

2009

  1. Fei Ren & Gao-Feng Gu & Wei-Xing Zhou, 2009. "Scaling and memory in the return intervals of realized volatility," Papers 0904.1107, arXiv.org, revised Aug 2009.
  2. Fei Ren & Wei-Xing Zhou, 2009. "Recurrence interval analysis of high-frequency financial returns and its application to risk estimation," Papers 0909.0123, arXiv.org.
  3. Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou, 2009. "Scaling and memory in the non-poisson process of limit order cancelation," Papers 0911.0057, arXiv.org.
  4. Xi-Yuan Qian & Wei-Xing Zhou & Gao-Feng Gu, 2009. "Modified detrended fluctuation analysis based on empirical mode decomposition," Papers 0907.3284, arXiv.org.
  5. Guo-Hua Mu & Wei Chen & J'anos Kert'esz & Wei-Xing Zhou, 2009. "Long-term correlations and multifractal analysis of trading volumes for Chinese stocks," Papers 0904.1042, arXiv.org.
  6. Chuang Liu & Wei-Xing Zhou, 2009. "Superfamily classification of nonstationary time series based on DFA scaling exponents," Papers 0912.2016, arXiv.org.
  7. Wei-Xing Zhou, 2009. "Finite-size effect and the components of multifractality in financial volatility," Papers 0912.4782, arXiv.org.
  8. Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou, 2009. "The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations," Papers 0911.0454, arXiv.org, revised May 2010.
  9. Gao-Feng Gu & Fei Ren & Xiao-Hui Ni & Wei Chen & Wei-Xing Zhou, 2009. "Empirical regularities of opening call auction in Chinese stock market," Papers 0905.0582, arXiv.org.
  10. Wei-Xing Zhou, 2009. "The components of empirical multifractality in financial returns," Papers 0908.1089, arXiv.org, revised Oct 2009.
  11. K. Bastiaensen & P. Cauwels & D. Sornette & R. Woodard & W. -X. Zhou, 2009. "The Chinese Equity Bubble: Ready to Burst," Papers 0907.1827, arXiv.org.
  12. Meng-Cen Qian & Zhi-Qiang Jiang & Wei-Xing Zhou, 2009. "Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices," Papers 0910.2524, arXiv.org.
  13. Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, 2009. "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Papers 0909.1007, arXiv.org, revised Oct 2009.

2008

  1. Guo-Hua Mu & Wei Chen & J'anos Kert'esz & Wei-Xing Zhou, 2008. "Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market," Papers 0812.1512, arXiv.org.
  2. D. Sornette & R. Woodard & W. -X. Zhou, 2008. "The 2006-2008 Oil Bubble and Beyond," Papers 0806.1170, arXiv.org, revised Jul 2008.
  3. Gao-Feng Gu & Wei-Xing Zhou, 2008. "On the probability distribution of stock returns in the Mike-Farmer model," Papers 0805.3593, arXiv.org.
  4. Wei-Xing Zhou, 2008. "Multifractal detrended cross-correlation analysis for two nonstationary signals," Papers 0803.2773, arXiv.org.
  5. Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008. "Scaling in the distribution of intertrade durations of Chinese stocks," Papers 0804.3431, arXiv.org, revised Apr 2008.
  6. Fei Ren & Wei-Xing Zhou, 2008. "Multiscaling behavior in the volatility return intervals of Chinese indices," Papers 0809.0250, arXiv.org.
  7. Zhi-Qiang Jiang & Wei-Xing Zhou, 2008. "Multifractal analysis of Chinese stock volatilities based on partition function approach," Papers 0801.1710, arXiv.org, revised Feb 2008.
  8. Fei Ren & Liang Guo & Wei-Xing Zhou, 2008. "Statistical properties of volatility return intervals of Chinese stocks," Papers 0807.1818, arXiv.org.
  9. Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2008. "Empirical shape function of limit-order books in the Chinese stock market," Papers 0801.3712, arXiv.org.
  10. Gao-Feng Gu & Wei-Xing Zhou, 2008. "Emergence of long memory in stock volatility from a modified Mike-Farmer model," Papers 0807.4639, arXiv.org, revised May 2009.
  11. Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008. "Detrended fluctuation analysis of intertrade durations," Papers 0806.2444, arXiv.org.
  12. Zhi-Qiang Jiang & Wei-Xing Zhou, 2008. "Direct evidence for inversion formula in multifractal financial volatility measure," Papers 0801.3494, arXiv.org.

2007

  1. Guo-Hua Mu & Wei-Xing Zhou, 2007. "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Papers 0709.1219, arXiv.org.
  2. Xi-Yuan Qian & Fu-Tie Song & Wei-Xing Zhou, 2007. "Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests," Papers 0707.2284, arXiv.org.
  3. Zhi-Qiang Jiang & Wei-Xing Zhou, 2007. "Multifractality in stock indexes: Fact or fiction?," Papers 0706.2140, arXiv.org.
  4. Xiao-Hui Ni & Wei-Xing Zhou, 2007. "Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks," Papers 0710.2402, arXiv.org.
  5. Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007. "Empirical distributions of Chinese stock returns at different microscopic timescales," Papers 0708.3472, arXiv.org.
  6. Zhi-Qiang Jiang & Liang Guo & Wei-Xing Zhou, 2007. "Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market," Papers physics/0702035, arXiv.org.
  7. Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2007. "Empirical regularities of order placement in the Chinese stock market," Papers 0712.0912, arXiv.org.
  8. Wei-Xing Zhou, 2007. "Universal price impact functions of individual trades in an order-driven market," Papers 0708.3198, arXiv.org, revised Apr 2008.
  9. Wei-Xing Zhou & Didier Sornette, 2007. "A case study of speculative financial bubbles in the South African stock market 2003-2006," Papers physics/0701171, arXiv.org, revised Oct 2008.
  10. Wei-Xing Zhou & Didier Sornette, 2007. "Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes," Papers 0704.0589, arXiv.org.

2006

  1. Gao-Feng Gu & Wei Chen & Wei-Xing Zhou, 2006. "Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature," Papers physics/0701017, arXiv.org, revised Mar 2007.
  2. Gao-Feng Gu & Wei-Xing Zhou, 2006. "Statistical properties of daily ensemble variables in the Chinese stock markets," Papers physics/0603147, arXiv.org.
  3. Zhi-Qiang Jiang & Wei-Xing Zhou, 2006. "Scale invariant multiplier and multifractality of absolute returns in stock markets," Papers physics/0609210, arXiv.org, revised Feb 2007.
  4. Wei-Xing Zhou & Didier Sornette, 2006. "Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates," Papers physics/0607197, arXiv.org.

2005

  1. Shen, Ling, 2005. "Inequality and growth: A joint analysis of demand and supply," Proceedings of the German Development Economics Conference, Kiel 2005 30, Verein für Socialpolitik, Research Committee Development Economics.
  2. Zhao, Yan, 2005. "International Parities and Exchange Rate Determination," MPRA Paper 36967, University Library of Munich, Germany.
  3. Wei-Xing Zhou & Didier Sornette, 2005. "Self-fulfilling Ising Model of Financial Markets," Papers physics/0503230, arXiv.org.
  4. Wei-Xing Zhou & Didier Sornette, 2005. "Is There a Real-Estate Bubble in the US?," Papers physics/0506027, arXiv.org.
  5. Didier Sornette & Wei-Xing Zhou, 2005. "Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets," Papers cond-mat/0503607, arXiv.org, revised Mar 2005.
  6. Wei-Xing Zhou & Didier Sornette, 2005. "Fundamental Factors versus Herding in the 2000-2005 US Stock Market and Prediction," Papers physics/0505079, arXiv.org.

2004

  1. D. Sornette & W. -X. Zhou, 2004. "Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method," Papers cond-mat/0408166, arXiv.org.
  2. Wei-Xing Zhou & Wei-Kang Yuan, 2004. "Inverse statistics in stock markets: Universality and idiosyncracy," Papers cond-mat/0410225, arXiv.org, revised Oct 2004.
  3. G. Broekstra & D. Sornette & W. -X. Zhou, 2004. "Bubble, Critical Zone and the Crash of Royal Ahold," Papers cond-mat/0403563, arXiv.org.

2003

  1. D. Sornette & W. -X. Zhou, 2003. "Predictability of large future changes in major financial indices," Papers cond-mat/0304601, arXiv.org, revised Aug 2004.
  2. W. -X. Zhou & D. Sornette, 2003. "2000-2003 Real Estate Bubble in the UK but not in the USA," Papers physics/0303028, arXiv.org, revised Jul 2003.
  3. W. -X. Zhou & D. Sornette, 2003. "Renormalization Group Analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of 5 crashes and Prediction," Papers physics/0301023, arXiv.org, revised Aug 2003.
  4. D. Sornette & H. Takayasu & W. -X. Zhou, 2003. "Finite-Time Singularity Signature of Hyperinflation," Papers physics/0301007, arXiv.org.
  5. D. Sornette & W. -X. Zhou, 2003. "Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market," Papers cond-mat/0306496, arXiv.org.
  6. W. -X. Zhou & D. Sornette, 2003. "Testing the Stability of the 2000-2003 US Stock Market "Antibubble"," Papers cond-mat/0310092, arXiv.org, revised Sep 2004.
  7. W. -X. Zhou & D. Sornette, 2003. "Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000," Papers cond-mat/0312658, arXiv.org.
  8. W. -X. Zhou & D. Sornette, 2003. "Antibubble and Prediction of China's stock market and Real-Estate," Papers cond-mat/0312149, arXiv.org.
  9. D. Sornette & W. -X. Zhou, 2003. "The US 2000-2003 Market Descent: Clarifications," Papers cond-mat/0305004, arXiv.org.

2002

  1. Wei-Xing Zhou & Didier Sornette, 2002. "Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes," Papers cond-mat/0205531, arXiv.org.
  2. W. -X. Zhou & D. Sornette, 2002. "Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000," Papers cond-mat/0212010, arXiv.org, revised Aug 2003.
  3. D. Sornette & W. -X. Zhou, 2002. "The US 2000-2002 Market Descent: How Much Longer and Deeper?," Papers cond-mat/0209065, arXiv.org.

Journal articles

2019

  1. Li, Youping & Shuai, Jie, 2019. "Monopolistic competition, price discrimination and welfare," Economics Letters, Elsevier, vol. 174(C), pages 114-117.
  2. Youping Li & Jie Shuai, 2019. "Licensing Essential Patents: The Non‐Discriminatory Commitment and Hold‐Up," Journal of Industrial Economics, Wiley Blackwell, vol. 67(1), pages 37-55, March.
  3. Zhang, Ting & Gu, Gao-Feng & Zhou, Wei-Xing, 2019. "Order imbalances and market efficiency: New evidence from the Chinese stock market," Emerging Markets Review, Elsevier, vol. 38(C), pages 458-467.
  4. Han, Rui-Qi & Li, Ming-Xia & Chen, Wei & Zhou, Wei-Xing & Stanley, H. Eugene, 2019. "Structural properties of statistically validated empirical information networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 747-756.
  5. Fenghua Wen & Xin Yang & Wei‐Xing Zhou, 2019. "Tail dependence networks of global stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 558-567, January.

2018

  1. 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, vol. 52(1), pages 161-177, February.
  2. Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou, 2018. "Short term prediction of extreme returns based on the recurrence interval analysis," Quantitative Finance, Taylor & Francis Journals, vol. 18(3), pages 353-370, March.
  3. Wan, Yu-Lei & Wang, Gang-Jin & Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2018. "The cooling-off effect of price limits in the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 153-163.
  4. Xu, Hai-Chuan & Zhou, Wei-Xing, 2018. "A weekly sentiment index and the cross-section of stock returns," Finance Research Letters, Elsevier, vol. 27(C), pages 135-139.

2017

  1. Youping Li & Jie Shuai, 2017. "Vertical separation with location–price competition," Journal of Economics, Springer, vol. 121(3), pages 255-266, July.
  2. Youping Li, 2017. "Differential Pricing in Intermediate Good Markets," Journal of Industrial Economics, Wiley Blackwell, vol. 65(3), pages 585-596, September.
  3. Zhang, Ting & Gu, Gao-Feng & Xu, Hai-Chuan & Xiong, Xiong & Chen, Wei & Zhou, Wei-Xing, 2017. "Power-law tails in the distribution of order imbalance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 201-208.
  4. Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2017. "Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies," Quantitative Finance, Taylor & Francis Journals, vol. 17(6), pages 959-977, June.
  5. Shi, Huai-Long & Zhou, Wei-Xing, 2017. "Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 397-407.
  6. Shi, Huai-Long & Zhou, Wei-Xing, 2017. "Time series momentum and contrarian effects in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 309-318.
  7. Jian Zhou & Gao-Feng Gu & Zhi-Qiang Jiang & Xiong Xiong & Wei Chen & Wei Zhang & Wei-Xing Zhou, 2017. "Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 50(4), pages 579-594, December.
  8. Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier, 2017. "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 173-183.

2016

  1. Scott M. Gilpatric & Youping Li, 2016. "Endogenous Price Leadership and the Strategic Acquisition of Information," Southern Economic Journal, Southern Economic Association, vol. 82(3), pages 859-873, January.
  2. Zhi-Qiang Jiang & Askery Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2016. "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Quantitative Finance, Taylor & Francis Journals, vol. 16(11), pages 1713-1724, November.
  3. Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2016. "Correlation structure and principal components in the global crude oil market," Empirical Economics, Springer, vol. 51(4), pages 1501-1519, December.

2015

  1. Rudy Santore & Youping Li & Stephen Cotten, 2015. "Colluding with a conscience," Journal of Economics, Springer, vol. 114(3), pages 255-269, April.
  2. Zhu, Hong & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Profitability of simple technical trading rules of Chinese stock exchange indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 75-84.
  3. Wang, Shan & Jiang, Zhi-Qiang & Li, Sai-Ping & Zhou, Wei-Xing, 2015. "Testing the performance of technical trading rules in the Chinese markets based on superior predictive test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 114-123.
  4. Li, Ming-Xia & Jiang, Zhi-Qiang & Xie, Wen-Jie & Xiong, Xiong & Zhang, Wei & Zhou, Wei-Xing, 2015. "Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 575-584.

2014

  1. Li, Youping, 2014. "Price leadership in a vertically differentiated market," Economic Modelling, Elsevier, vol. 38(C), pages 67-70.
  2. Youping Li, 2014. "A Note on Third Degree Price Discrimination in Intermediate Good Markets," Journal of Industrial Economics, Wiley Blackwell, vol. 62(3), pages 554-554, September.
  3. Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, vol. 36(C), pages 8-17.
  4. Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing, 2014. "Testing the weak-form efficiency of the WTI crude oil futures market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 235-244.

2013

  1. Zhao, Yan, 2013. "Borrowing constraints and the trade balance–output comovement," Economic Modelling, Elsevier, vol. 32(C), pages 34-41.
  2. Yang, Jianxia & Wu, John, 2013. "Strategic correlativity and network games," Economic Modelling, Elsevier, vol. 30(C), pages 663-669.
  3. Li, Youping, 2013. "Timing of investments and third degree price discrimination in intermediate good markets," Economics Letters, Elsevier, vol. 121(2), pages 316-320.
  4. Sornette, Didier & Woodard, Ryan & Yan, Wanfeng & Zhou, Wei-Xing, 2013. "Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4417-4428.
  5. Fei Ren & Wei-Xing Zhou, 2013. "Analysis of trade packages in the Chinese stock market," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1071-1089, January.

2012

  1. Shen, Ling, 2012. "Are house prices too high in China?," China Economic Review, Elsevier, vol. 23(4), pages 1206-1210.
  2. Liu, Chuang & Zhou, Wei-Xing, 2012. "Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5704-5711.
  3. Wei-Xing Zhou, 2012. "Universal price impact functions of individual trades in an order-driven market," Quantitative Finance, Taylor & Francis Journals, vol. 12(8), pages 1253-1263, June.

2011

  1. Qian, Xi-Yuan & Gu, Gao-Feng & Zhou, Wei-Xing, 2011. "Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4388-4395.
  2. Ruan, Yong-Ping & Zhou, Wei-Xing, 2011. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
  3. Xie, Wen-Jie & Zhou, Wei-Xing, 2011. "Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3592-3601.

2010

  1. Marc Schiffbauer & Ling Shen, 2010. "Democracy vs. dictatorship," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 18(1), pages 59-90, January.
  2. Youping Li & Cristina M. Reiser & Zhou Yang, 2010. "Inducing R&D investment with price ceilings," Economics Bulletin, AccessEcon, vol. 30(2), pages 1548-1553.
  3. Xie, Wen-Jie & Gu, Gao-Feng & Zhou, Wei-Xing, 2010. "On the growth of primary industry and population of China’s counties," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3876-3882.
  4. Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010. "Scaling and memory in the non-Poisson process of limit order cancelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
  5. Jiang, Zhi-Qiang & Ren, Fei & Gu, Gao-Feng & Tan, Qun-Zhao & Zhou, Wei-Xing, 2010. "Statistical properties of online avatar numbers in a massive multiplayer online role-playing game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(4), pages 807-814.
  6. Liu, Chuang & Zhou, Wei-Xing & Yuan, Wei-Kang, 2010. "Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(13), pages 2675-2681.
  7. Gu, Gao-Feng & Ren, Fei & Ni, Xiao-Hui & Chen, Wei & Zhou, Wei-Xing, 2010. "Empirical regularities of opening call auction in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(2), pages 278-286.
  8. Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010. "Complex stock trading network among investors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4929-4941.
  9. Jiang, Zhi-Qiang & Zhou, Wei-Xing & Sornette, Didier & Woodard, Ryan & Bastiaensen, Ken & Cauwels, Peter, 2010. "Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 149-162, June.
  10. Song, Fu-Tie & Zhou, Wei-Xing, 2010. "Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3538-3545.

2009

  1. G.-H. Mu & W. Chen & J. Kertész & W.-X. Zhou, 2009. "Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 68(1), pages 145-152, March.
  2. G.-F. Gu & W.-X. Zhou, 2009. "On the probability distribution of stock returns in the Mike-Farmer model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 67(4), pages 585-592, February.
  3. Sornette, Didier & Woodard, Ryan & Zhou, Wei-Xing, 2009. "The 2006–2008 oil bubble: Evidence of speculation, and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1571-1576.
  4. Zhou, Wei-Xing & Sornette, Didier, 2009. "Numerical investigations of discrete scale invariance in fractals and multifractal measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(13), pages 2623-2639.
  5. Ren, Fei & Gu, Gao-Feng & Zhou, Wei-Xing, 2009. "Scaling and memory in the return intervals of realized volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(22), pages 4787-4796.
  6. Ji, Li-Jun & Zhou, Wei-Xing & Liu, Hai-Feng & Gong, Xin & Wang, Fu-Chen & Yu, Zun-Hong, 2009. "R/S method for unevenly sampled time series: Application to detecting long-term temporal dependence of droplets transiting through a fixed spatial point in gas–liquid two-phase turbulent jets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3345-3354.
  7. Song, Dong-Ming & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2009. "Statistical properties of world investment networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(12), pages 2450-2460.
  8. Ren, Fei & Guo, Liang & Zhou, Wei-Xing, 2009. "Statistical properties of volatility return intervals of Chinese stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 881-890.
  9. Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009. "Detrended fluctuation analysis of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
  10. Zhou, Wei-Xing & Sornette, Didier, 2009. "A case study of speculative financial bubbles in the South African stock market 2003–2006," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(6), pages 869-880.

2008

  1. Qian, Xi-Yuan & Song, Fu-Tie & Zhou, Wei-Xing, 2008. "Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 503-510.
  2. Mu, Guo-Hua & Zhou, Wei-Xing, 2008. "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5211-5218.
  3. Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2008. "Scaling in the distribution of intertrade durations of Chinese stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(23), pages 5818-5825.
  4. Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008. "Multifractal analysis of Chinese stock volatilities based on the partition function approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(19), pages 4881-4888.
  5. Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008. "Multifractality in stock indexes: Fact or Fiction?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3605-3614.
  6. Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical regularities of order placement in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3173-3182.
  7. Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical distributions of Chinese stock returns at different microscopic timescales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 495-502.
  8. Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical shape function of limit-order books in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(21), pages 5182-5188.
  9. Zhou, Wei-Xing & Sornette, Didier, 2008. "Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(1), pages 243-260.

2007

  1. Ling Shen, 2007. "When will a Dictator be Good?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(2), pages 343-366, May.
  2. G.-F. Gu & W. Chen & W.-X. Zhou, 2007. "Quantifying bid-ask spreads in the Chinese stock market using limit-order book data," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(1), pages 81-87, May.
  3. Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2007. "Scale invariant distribution and multifractality of volatility multipliers in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 381(C), pages 343-350.
  4. W.-X. Zhou & D. Sornette, 2007. "Self-organizing Ising model of financial markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 55(2), pages 175-181, January.
  5. Zhou, Wei-Xing & Sornette, Didier, 2007. "Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 287-296.
  6. Gu, Gao-Feng & Zhou, Wei-Xing, 2007. "Statistical properties of daily ensemble variables in the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(2), pages 497-506.
  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, vol. 57(3), pages 347-355, June.
  8. Zhou, Wei-Xing & Jiang, Zhi-Qiang & Sornette, Didier, 2007. "Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 741-752.

2006

  1. Sornette, Didier & Zhou, Wei-Xing, 2006. "Predictability of large future changes in major financial indices," International Journal of Forecasting, Elsevier, vol. 22(1), pages 153-168.
  2. Zhou, Wei-Xing & Sornette, Didier, 2006. "Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 195-224, March.
  3. Zhou, Wei-Xing & Sornette, Didier, 2006. "Is there a real-estate bubble in the US?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 361(1), pages 297-308.
  4. Sornette, Didier & Zhou, Wei-Xing, 2006. "Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(2), pages 704-726.
  5. Zhou, Wei-Xing & Sornette, Didier, 2006. "Fundamental factors versus herding in the 2000–2005 US stock market and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 459-482.

2005

  1. Didier Sornette & Wei-Xing Zhou, 2005. "Non-parametric determination of real-time lag structure between two time series: the 'optimal thermal causal path' method," Quantitative Finance, Taylor & Francis Journals, vol. 5(6), pages 577-591.
  2. Zhou, Wei-Xing & Yuan, Wei-Kang, 2005. "Inverse statistics in stock markets: Universality and idiosyncracy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 433-444.
  3. Zhou, Wei-Xing & Sornette, Didier, 2005. "Testing the stability of the 2000 US stock market “antibubble”," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 348(C), pages 428-452.
  4. Broekstra, Gerrit & Sornette, Didier & Zhou, Wei-Xing, 2005. "Bubble, critical zone and the crash of Royal Ahold," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 529-560.

2004

  1. Sornette, Didier & Zhou, Wei-Xing, 2004. "Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: implications for the future of the US economy and its stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 332(C), pages 412-440.
  2. Zhou, Wei-Xing & Sornette, Didier, 2004. "Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(3), pages 586-608.
  3. Zhou, Wei-Xing & Sornette, Didier, 2004. "Antibubble and prediction of China's stock market and real-estate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(1), pages 243-268.

2003

  1. Zhou, Wei-Xing & Sornette, Didier, 2003. "2000–2003 real estate bubble in the UK but not in the USA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 329(1), pages 249-263.
  2. Wei-Xing Zhou & Didier Sornette, 2003. "Nonparametric Analyses Of Log-Periodic Precursors To Financial Crashes," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(08), pages 1107-1125.
  3. Zhou, Wei-Xing & Sornette, Didier, 2003. "Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(3), pages 584-604.
  4. Wei-Xing Zhou & Didier Sornette & Vladilen Pisarenko, 2003. "New Evidence Of Discrete Scale Invariance In The Energy Dissipation Of Three-Dimensional Turbulence: Correlation Approach And Direct Spectral Detection," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 14(04), pages 459-470.
  5. Sornette, D & Takayasu, H & Zhou, W.-X, 2003. "Finite-time singularity signature of hyperinflation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 325(3), pages 492-506.
  6. Zhou, Wei-Xing & Sornette, Didier, 2003. "Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(3), pages 543-583.
  7. Didier Sornette & Wei-Xing Zhou, 2003. "The US 2000-2002 market descent: clarification," Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 39-41.

2002

  1. Wei-Xing Zhou & Didier Sornette, 2002. "Statistical Significance Of Periodicity And Log-Periodicity With Heavy-Tailed Correlated Noise," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 137-169.
  2. Didier Sornette & Wei-Xing Zhou, 2002. "The US 2000-2002 market descent: How much longer and deeper?," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 468-481.

2001

  1. Zhou, Wei-Xing & Yu, Zun-Hong, 2001. "On the properties of random multiplicative measures with the multipliers exponentially distributed," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 294(3), pages 273-282.

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