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Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:
Huang, Chuangxia
;
Zhao, Xian
;
Deng, Yunke
;
Yang, Xiaoguang
;
Yang, Xin
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2022/04/02
Complex network
Chinese energy stock market
High-frequency data
Jump volatility
Entropy weight TOPSIS
Game Starts at GameStop: Characterizing the Collective Behaviors and Social Dynamics in the Short Squeeze Episode
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 页码: 14
作者:
Zheng, Xiaolong
;
Tian, Hu
;
Wan, Zhe
;
Wang, Xiao
;
Zeng, Daniel Dajun
收藏
  |  
浏览/下载:44/0
  |  
提交时间:2022/01/27
Social networking (online)
Dictionaries
Stock markets
Investment
Games
Analytical models
Market research
Dynamic interaction network
financial market
GameStop
short squeeze
social network analysis
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns
期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
作者:
Wang, Yingli
;
Lu, Chang
;
Yang, Xiaoguang
;
Zhang, Qingpeng
收藏
  |  
浏览/下载:48/0
  |  
提交时间:2021/10/26
asymmetric response
Chinese stock market
economic period
individual investors
PMI announcements
rise-chasing and down-freezing
A network perspective of comovement and structural change: Evidence from the Chinese stock market
期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
作者:
Huang, Chuangxia
;
Deng, Yunke
;
Yang, Xiaoguang
;
Cao, Jinde
;
Yang, Xin
收藏
  |  
浏览/下载:53/0
  |  
提交时间:2021/10/26
Chinese stock market
Comovement
Complex network
Engle-Granger test
Weighted LeaderRank algorithm
ST-Trader: A Spatial-Temporal Deep Neural Network for Modeling Stock Market Movement
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2021, 卷号: 8, 期号: 5, 页码: 1015-1024
作者:
Xiurui Hou
;
Kai Wang
;
Cheng Zhong
;
Zhi Wei
收藏
  |  
浏览/下载:41/0
  |  
提交时间:2021/04/09
Graph convolution network
long-short term memory network
stock market forecasting
variational autoencoder (VAE)
Dynamic network topology and market performance: A case of the Chinese stock market
期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020, 页码: 17
作者:
Huang, Chuangxia
;
Zhao, Xian
;
Su, Renli
;
Yang, Xiaoguang
;
Yang, Xin
收藏
  |  
浏览/下载:67/0
  |  
提交时间:2020/11/18
Chinese stock market
complex network
financial crises
market performance
minimum spanning tree
Stock Market Volatility and Return Analysis: A Systematic Literature Review
期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
作者:
Bhowmik, Roni
;
Wang, Shouyang
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2020/09/23
stock returns
volatility
GARCH family model
complexity in market volatility forecasting
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices
期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 卷号: 120, 期号: 2, 页码: 350-365
作者:
Liu, Ying
;
Peng, Geng
;
Hu, Lanyi
;
Dong, Jichang
;
Zhang, Qingqing
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  |  
浏览/下载:77/0
  |  
提交时间:2020/05/24
Stock market
AR-GARCH
Crash incidents
Search volume index
Complexity Changes in the US and China's Stock Markets: Differences, Causes, and Wider Social Implications
期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 1, 页码: 13
作者:
Gao, Jianbo
;
Hou, Yunfei
;
Fan, Fangli
;
Liu, Feiyan
收藏
  |  
浏览/下载:25/0
  |  
提交时间:2020/06/02
EMH
Lempel-Ziv complexity
permutation entropy
Hurst parameter
the US and China's stock market
Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects
期刊论文
SUSTAINABILITY, 2019, 卷号: 11, 期号: 5
作者:
Xu, Guoxiang
;
Gao, Wangfeng
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2019/08/22
risk contagion
stock market
nonlinear causality test
Markov state transition
dynamic Copula
financial sustainability
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