27 citations · 27 across the 1 of their papers we have counts for
2 papers
q-fin.GN2018
The impact of margin trading on share price evolution: A cascading failure model investigation
Ya-Chun Gao, Huai-Lin Tang, Shi-Min Cai +2
Margin trading in which investors purchase shares with money borrowed from brokers is blamed to be a major cause of the 2015 Chinese stock market crash. We propose a cascading fail…
physics.soc-ph2015★ 27 cited
Influence network in Chinese stock market
Ya-Chun Gao, Yong Zeng, Shi-Min Cai
In a stock market, the price fluctuations are interactive, that is, one listed company can influence others. In this paper, we seek to study the influence relationships among liste…