772 citations · 5.5k across the 80 of their papers we have counts for
12 papers · 1 filter
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…
Statistical significance of rich-club phenomena in complex networks
Zhi-Qiang Jiang, Wei-Xing Zhou
We propose that the rich-club phenomena in complex networks should be defined in the spirit of bootstrapping, in which a null model is adopted to assess the statistical significanc…
Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes
Wei-Xing Zhou, Didier Sornette
We analyze 27 house price indexes of Las Vegas from Jun. 1983 to Mar. 2005, corresponding to 27 different zip codes. These analyses confirm the existence of a real-estate bubble, d…
Endogenous and exogenous dynamics of pressure fluctuations in an impinging entrained-flow gasifier
Miao-Ren Niu, Qin-Feng Liang, Wei-Xing Zhou +2
This paper has been withdrawn by the authors due to a fatal error in the analysis. The manuscript was submitted to Chemical Engineering Science. To clarify the situation, we copy t…
Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market
Zhi-Qiang Jiang, Liang Guo, Wei-Xing Zhou
A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is investigated on the Chinese stock market using mean-variance anal…
A case study of speculative financial bubbles in the South African stock market 2003-2006
Wei-Xing Zhou, Didier Sornette
We tested 45 indices and common stocks traded in the South African stock market for the possible existence of a bubble over the period from Jan. 2003 to May 2006. A bubble is defin…
Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature
Gao-Feng Gu, Wei Chen, Wei-Xing Zhou
The statistical properties of the bid-ask spread of a frequently traded Chinese stock listed on the Shenzhen Stock Exchange are investigated using the limit-order book data. Three…