440 citations · 5k across the 111 of their papers we have counts for
6 papers · 1 filter
Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market
Huai-Long Shi, Wei-Xing Zhou
This paper focuses on the horse race of weekly idiosyncratic momentum (IMOM) with respect to various idiosyncratic risk metrics. Using the A-share individual stocks in the Chinese…
A global economic policy uncertainty index from principal component analysis
Peng-Fei Dai, Xiong Xiong, Wei-Xing Zhou
This paper constructs a global economic policy uncertainty index through the principal component analysis of the economic policy uncertainty indices for twenty primary economies ar…
Comparative analysis of layered structures in empirical investor networks and cellphone communication networks
Peng Wang, Jun-Chao Ma, Zhi-Qiang Jiang +2
Empirical investor networks (EIN) proposed by \cite{Ozsoylev-Walden-Yavuz-Bildik-2014-RFS} are assumed to capture the information spreading path among investors. Here, we perform a…
Cross-shareholding networks and stock price synchronicity: Evidence from China
Fenghua Wen, Yujie Yuan, Wei-Xing Zhou
This paper investigates the effect of cross-shareholding on stock price synchronicity, as a measure of price informativeness, of the listed firms in the Chinese stock market. We ga…
Non-Poisson donation behaviors in virtual worlds
Yan-Hong Yang, Ming-Xia Li, Wei-Xing Zhou +1
Similar to charitable giving in real world, donation behaviors play an important role in the complex interactions among individuals in virtual worlds. However, it is not clear if t…
Time series classification based on triadic time series motifs
Wen-Jie Xie, Rui-Qi Han, Wei-Xing Zhou
It is of great significance to identify the characteristics of time series to qualify their similarity. We define six types of triadic time-series motifs and investigate the motif…