Multifractal analysis of SSEC in Chinese stock market: A different empirical result from Heng Seng index

Yu Wei; Dengshi Huang

doi:10.1016/j.physa.2005.03.027

Multifractal analysis of SSEC in Chinese stock market: A different empirical result from Heng Seng index

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2005.03.027 ◽

2005 ◽

Vol 355 (2-4) ◽

pp. 497-508 ◽

Cited By ~ 38

Author(s):

Yu Wei ◽

Dengshi Huang

Keyword(s):

Stock Market ◽

Empirical Result ◽

Multifractal Analysis ◽

Chinese Stock Market

Download Full-text

Multifractal Analysis of Realized Volatilities in Chinese Stock Market

Computational Economics ◽

10.1007/s10614-019-09920-z ◽

2019 ◽

Vol 56 (2) ◽

pp. 319-336 ◽

Cited By ~ 1

Author(s):

Yufang Liu ◽

Weiguo Zhang ◽

Junhui Fu ◽

Xiang Wu

Keyword(s):

Stock Market ◽

Multifractal Analysis ◽

Chinese Stock Market

Download Full-text

Forecasting volatility of SSEC in Chinese stock market using multifractal analysis

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2007.11.015 ◽

2008 ◽

Vol 387 (7) ◽

pp. 1585-1592 ◽

Cited By ~ 42

Author(s):

Yu Wei ◽

Peng Wang

Keyword(s):

Stock Market ◽

Multifractal Analysis ◽

Chinese Stock Market ◽

Forecasting Volatility

Download Full-text

Online collective emotion and Chinese stock market

PsycEXTRA Dataset ◽

10.1037/e627722013-206 ◽

2013 ◽

Author(s):

Hao Chen ◽

Kai Sheng Lai

Keyword(s):

Stock Market ◽

Chinese Stock Market ◽

Collective Emotion

Download Full-text

Market Segmentation and Stock Prices Discount in the Chinese Stock Market: Revisiting B-Share Discounts in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.1029494 ◽

2007 ◽

Author(s):

Oliver M. Rui ◽

Wenfeng Wu ◽

Bong-Soo Lee

Keyword(s):

Stock Market ◽

Market Segmentation ◽

Stock Prices ◽

Chinese Stock Market

Download Full-text

Does Idiosyncratic Risk Deter Short-Sellers? Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2024456 ◽

2012 ◽

Cited By ~ 3

Author(s):

Song Wang

Keyword(s):

Stock Market ◽

Idiosyncratic Risk ◽

Chinese Stock Market ◽

Short Sellers

Download Full-text

Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

SSRN Electronic Journal ◽

10.2139/ssrn.2806917 ◽

2015 ◽

Author(s):

Qian Han ◽

Jufang Liang

Keyword(s):

Stock Market ◽

Spot Market ◽

Market Quality ◽

Chinese Stock Market ◽

Futures Trading ◽

Stock Market Crash ◽

Index Futures ◽

Trading Restrictions ◽

Quality Evidence

Download Full-text

Private Information in the Chinese Stock Market: Evidence from Mutual Funds and Corporate Insiders

SSRN Electronic Journal ◽

10.2139/ssrn.2820399 ◽

2016 ◽

Cited By ~ 3

Author(s):

Yeguang Chi

Keyword(s):

Stock Market ◽

Mutual Funds ◽

Private Information ◽

Chinese Stock Market ◽

Corporate Insiders

Download Full-text

The Magnet Effect of Market-Wide Circuit Breaker: Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2859540 ◽

2016 ◽

Cited By ~ 1

Author(s):

Xiangchao Hao

Keyword(s):

Stock Market ◽

Circuit Breaker ◽

Chinese Stock Market ◽

Magnet Effect

Download Full-text

(A Study on the Impact of the China's Exchange Rate Regime Policy Changes on the Price Spill-Over Process of the Chinese Stock Market Index)

SSRN Electronic Journal ◽

10.2139/ssrn.3016997 ◽

2013 ◽

Author(s):

Kyung Won Kim

Keyword(s):

Exchange Rate ◽

Stock Market ◽

Exchange Rate Regime ◽

Chinese Stock Market ◽

Policy Changes ◽

Stock Market Index ◽

Market Index ◽

The Impact

Download Full-text

The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3111100 ◽

2017 ◽

Author(s):

Ming Gu ◽

George Jiang ◽

Bu Xu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

Download Full-text