27 citations · 68 across the 5 of their papers we have counts for
5 papers
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…
Dynamic Patterns of Academic Forum Activities
Zhi-Dan Zhao, Ya-Chun Gao, Shi-Min Cai +1
A mass of traces of human activities show rich dynamic patterns. In this article, we comprehensively investigate the dynamic patterns of 50 thousands of researchers' activities in…
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…
The dynamic pattern of human attention
Zhi-Dan Zhao, Ya-Chun Gao, Shi-Min Cai
A mass of traces of human activities show diverse dynamic patterns. In this paper, we comprehensively investigate the dynamic pattern of human attention defined by the quantity of…
Hierarchical structure of stock price fluctuations in financial markets
Ya-Chun Gao, Shi-Min Cai, Bing-Hong Wang
The financial market and turbulence have been broadly compared on account of the same quantitative methods and several common stylized facts they shared. In this paper, the She-Lev…