11 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of OklahomaUS3 papers
- Xi'an Polytechnic UniversityCN3 papers
- Chang'an UniversityCN2 papers
- Southwest UniversityCN2 papers
- Chinese Academy of SciencesCN1 paper
- HUN-REN Centre for Energy ResearchHU1 paper
- Institute of Modern PhysicsCN1 paper
- Institute of PhysicsPL1 paper
- Korea UniversityKR1 paper
- Kyung Hee UniversityKR1 paper
- Northwest UniversityCN1 paper
- University of Chinese Academy of SciencesCN1 paper
Showing q-fin.STShow all
2 papers · 1 filter
q-fin.ST2024★ 1 cited
Anti-correlation network among China A-shares
Peng Liu
The correlation-based financial networks are studied intensively. However, previous studies ignored the importance of the anti-correlation. This paper is the first to consider the…
q-fin.ST2022★ 10 cited
Precision measurement of the return distribution property of the Chinese stock market index
Peng Liu, Yanyan Zheng
This paper systematically conducts an analysis of the composite index 1-min datasets over the 17-year period (2005-2021) for both the Shanghai and Shenzhen stock exchanges. To reve…