89 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Nanchang Hangkong UniversityCN11 papers
- East China University of Science and TechnologyCN9 papers
- Dongbei University of Finance and EconomicsCN6 papers
- Shanghai University of Finance and EconomicsCN4 papers
- University of California, RiversideUS4 papers
- Fudan UniversityCN3 papers
- Institute of Physics, Academia SinicaTW3 papers
- Ningbo University of Finance & EconomicsCN3 papers
- Peking UniversityCN3 papers
- Stanford UniversityUS3 papers
- Hangzhou Dianzi UniversityCN2 papers
- HUN-REN Centre for Energy ResearchHU2 papers
3 papers · 1 filter
Self-organization and phase transition in financial markets with multiple choices
Li-Xin Zhong, Wen-Juan Xu, Ping Huang +2
Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the ev…
Coupled effects of market impact and asymmetric sensitivity in financial markets
Li-Xin Zhong, Wen-Juan Xu, Fei Ren +1
By incorporating market impact and asymmetric sensitivity into the evolutionary minority game, we study the coevolutionary dynamics of stock prices and investment strategies in fin…
Price impact asymmetry of institutional trading in Chinese stock market
Fei Ren, Li-Xin Zhong
The asymmetric price impact between the institutional purchases and sales of 32 liquid stocks in Chinese stock markets in year 2003 is carefully studied. We analyze the price impac…