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
4 papers · 1 filter
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…
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…
Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
Zdzisław Brzeźniak, Wei Liu, Jiahui Zhu
Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solution…
Limitation of network inhomogeneity in improving cooperation in coevolutionary dynamics
Li-Xin Zhong, Tian Qiu
Cooperative behavior is common in nature even if selfishness is sometimes better for an individual. Empirical and theoretical studies have shown that the invasion and expansion of…