26 citations · 26 across the 4 of their papers we have counts for
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q-fin.GN2019
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…
q-fin.GN2017★ 26 cited
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…