28 citations · 32 across the 2 of their papers we have counts for
2 papers
q-fin.ST2020★ 28 cited
Information flow networks of Chinese stock market sectors
Peng Yue, Qing Cai, Wanfeng Yan +1
Transfer entropy measures the strength and direction of information flow between different time series. We study the information flow networks of the Chinese stock market and ident…
q-fin.ST2016★ 4 cited
Taylor's Law of temporal fluctuation scaling in stock illiquidity
Qing Cai, Hai-Chuan Xu, Wei-Xing Zhou
Taylor's law of temporal fluctuation scaling, variance mean, is ubiquitous in natural and social sciences. We report for the first time convincing evidence of a sol…