52 citations · 161 across the 9 of their papers we have counts for
4 papers · 1 filter
Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market
Tian Qiu, Guang Chen, Li-Xin Zhong +1
Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liq…
Memory effect and multifractality of cross-correlations in financial markets
Tian Qiu, Guang Chen, Li-Xin Zhong +1
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American an…
Adaptive financial networks with static and dynamic thresholds
Tian Qiu, Bo Zheng, Guang Chen
Based on the daily data of American and Chinese stock markets, the dynamic behavior of a financial network with static and dynamic thresholds is investigated. Compared with the sta…
Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market
Tian Qiu, Liang Guo, Guang Chen
We investigate the probability distribution of the volatility return intervals for the Chinese stock market. We rescale both the probability distribution and the vol…