26 citations · 26 across the 4 of their papers we have counts for
4 papers
The emergence of critical stocks in market crash
Shan Lu, Jichang Zhao, Huiwen Wang
In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect inve…
Aggregating multiple types of complex data in stock market prediction: A model-independent framework
Huiwen Wang, Shan Lu, Jichang Zhao
The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and…
The Power of Trading Polarity: Evidence from China Stock Market Crash
Shan Lu, Jichang Zhao, Huiwen Wang
The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper…
Herding boosts too-connected-to-fail risk in stock market of China
Shan Lu, Jichang Zhao, Huiwen Wang +1
The crowd panic and its contagion play non-negligible roles at the time of the stock crash, especially for China where inexperienced investors dominate the market. However, existin…