772 citations · 2.4k across the 29 of their papers we have counts for
6 papers · 1 filter
Degree distribution of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
Xiao-Hui Ni, Zhi-Qiang Jiang, Wei-Xing Zhou
The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigat…
Statistical properties of world investment networks
Dong-Ming Song, Zhi-Qiang Jiang, Wei-Xing Zhou
We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary F…
Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market
Zhi-Qiang Jiang, Liang Guo, Wei-Xing Zhou
A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is investigated on the Chinese stock market using mean-variance anal…
A case study of speculative financial bubbles in the South African stock market 2003-2006
Wei-Xing Zhou, Didier Sornette
We tested 45 indices and common stocks traded in the South African stock market for the possible existence of a bubble over the period from Jan. 2003 to May 2006. A bubble is defin…
Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature
Gao-Feng Gu, Wei Chen, Wei-Xing Zhou
The statistical properties of the bid-ask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limit-order book data. Three…
Scale invariant multiplier and multifractality of absolute returns in stock markets
Zhi-Qiang Jiang, Wei-Xing Zhou
The statistical properties of the multipliers of the absolute returns are investigated using one-minute high-frequency data of financial time series. The multiplier distribution is…