output
20072026
most citedCaveats for the use of Web of Science Core Collection in old literature retrieval and historical bibliometric analysis

89 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing q-fin.STShow all

4 papers · 1 filter

q-fin.ST2022

New volatility evolution model after extreme events

Mei-Ling Cai, Zhang-HangJian Chen, Sai-Ping Li +4

In this paper, we propose a new dynamical model to study the two-stage volatility evolution of stock market index after extreme events, and find that the volatility after extreme e…

q-fin.ST2016★ 72 cited

Dynamic portfolio strategy using clustering approach

Fei Ren, Ya-Nan Lu, Sai-Ping Li +3

The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying struct…

q-fin.ST2016★ 3 cited

Dynamic structure of stock communities: A comparative study between stock returns and turnover rates

Li-Ling Su, Xiong-Fei Jiang, Sai-Ping Li +2

The detection of community structure in stock market is of theoretical and practical significance for the study of financial dynamics and portfolio risk estimation. We here study t…

q-fin.ST2011★ 15 cited

Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market

Tian Qiu, Guang Chen, Li-Xin Zhong +1

Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liq…