Wei-Xing Zhou
East China University of Science and Technology
118 papers found
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Scaling in the distribution of intertrade durations of Chinese stocks
Download from arxiv.orgEmpirical shape function of limit-order books in the Chinese stock market
Download from arxiv.orgRelaxation dynamics of aftershocks after large volatility shocks in the SSEC index
Download from arxiv.orgMultifractal analysis of Chinese stock volatilities based on the partition function approach
Download from arxiv.orgStatistical properties of world investment networks
Download from arxiv.orgMultifractal analysis of the fracture surfaces of foamed polypropylene/polyethylene blends
Download from arxiv.orgStatistical properties of volatility return intervals of Chinese stocks
Download from arxiv.orgMultifractal detrended cross-correlation analysis for two nonstationary signals
Download from arxiv.orgOn the probability distribution of stock returns in the Mike-Farmer model
Download from arxiv.orgStatistical significance of the rich-club phenomenon in complex networks
Download from doi.orgEmergence of long memory in stock volatility from a modified Mike-Farmer model
Download from arxiv.orgEmpirical regularities of order placement in the Chinese stock market
Download from arxiv.orgIntraday Pattern in Bid-Ask Spreads and Its Power-Law Relaxation for Chinese A-Share Stocks
Download from www.researchgate.netEmpirical distributions of Chinese stock returns at different microscopic timescales
Download from arxiv.orgUniversal price impact functions of individual trades in an order-driven market
Download from arxiv.orgScale invariant distribution and multifractality of volatility multipliers in stock markets
Download from arxiv.orgMultifractality in stock indexes: Fact or fiction?
Download from arxiv.orgA case study of speculative financial bubbles in the South African stock market 2003-2006
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