93 citations · 368 across the 25 of their papers we have counts for
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q-fin.ST2011★ 15 cited
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…
q-fin.TR2011★ 12 cited
Price impact asymmetry of institutional trading in Chinese stock market
Fei Ren, Li-Xin Zhong
The asymmetric price impact between the institutional purchases and sales of 32 liquid stocks in Chinese stock markets in year 2003 is carefully studied. We analyze the price impac…
physics.soc-ph2011★ 6 cited
Limitation of network inhomogeneity in improving cooperation in coevolutionary dynamics
Li-Xin Zhong, Tian Qiu
Cooperative behavior is common in nature even if selfishness is sometimes better for an individual. Empirical and theoretical studies have shown that the invasion and expansion of…