38 citations · 70 across the 2 of their papers we have counts for
2 papers
q-fin.ST2008★ 38 cited
Statistical properties of volatility return intervals of Chinese stocks
Fei Ren, Liang Guo, Wei-Xing Zhou
The statistical properties of the return intervals between successive 1-min volatilities of 30 liquid Chinese stocks exceeding a certain threshold are carefully studied.…
physics.soc-ph2007★ 32 cited
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…