772 citations · 2.8k across the 34 of their papers we have counts for
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Empirical regularities of order placement in the Chinese stock market
Gao-Feng Gu, Wei Chen, Wei-Xing Zhou
Using ultra-high-frequency data extracted from the order flows of 23 stocks traded on the Shenzhen Stock Exchange, we study the empirical regularities of order placement in the ope…
Multifractal detrended fluctuation analysis of combustion flames in four-burner impinging entrained-flow gasifier
Miao-Ren Niu, Wei-Xing Zhou, Zhuo-Yong Yan +4
On a laboratory-scale testing platform of impinging entrained-flow gasifier with four opposed burners, the flame images for diesel combustion and gasification process were measured…
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index
Guo-Hua Mu, Wei-Xing Zhou
The relaxation dynamics of aftershocks after large volatility shocks are investigated based on two high-frequency data sets of the Shanghai Stock Exchange Composite (SSEC) index. C…
Empirical distributions of Chinese stock returns at different microscopic timescales
Gao-Feng Gu, Wei Chen, Wei-Xing Zhou
We study the distributions of event-time returns and clock-time returns at different microscopic timescales using ultra-high-frequency data extracted from the limit-order books of…
Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests
Xi-Yuan Qian, Fu-Tie Song, Wei-Xing Zhou
We investigate the behavior of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive…
Multifractality in stock indexes: Fact or fiction?
Zhi-Qiang Jiang, Wei-Xing Zhou
Multifractal analysis and extensive statistical tests are performed upon intraday minutely data within individual trading days for four stock market indexes (including HSI, SZSC, S…