440 citations · 5k across the 111 of their papers we have counts for
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q-fin.ST2013★ 30 cited
Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant
Ming-Xia Li, Zhi-Qiang Jiang, Wen-Jie Xie +3
Traders adopt different trading strategies to maximize their returns in financial markets. These trading strategies not only results in specific topological structures in trading n…
q-fin.ST2013★ 54 cited
Dynamic evolution of cross-correlations in the Chinese stock market
Fei Ren, Wei-Xing Zhou
We study the dynamic evolution of cross-correlations in the Chinese stock market mainly based on the random matrix theory (RMT). The correlation matrices constructed from the retur…
q-fin.ST2013★ 97 cited
Systemic risk and spatiotemporal dynamics of the US housing market
Hao Meng, Wen-Jie Xie, Zhi-Qiang Jiang +3
Housing markets play a crucial role in economies and the collapse of a real-estate bubble usually destabilizes the financial system and causes economic recessions. We investigate t…