Market impact and structure dynamics of the Chinese stock market based on partial correlation analysis-Reference-Cited by-同舟云学术

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Market impact and structure dynamics of the Chinese stock market based on partial correlation analysis

Published:2017-04 Issue: Volume:471 Page:106-113
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Li Xing,Qiu Tian,Chen Guang,Zhong Li-Xin,Wu Xiao-Run

Funder

National Natural Science Foundation of China

Jiangxi Provincial Young Scientist Training Project

Research Project of Generalized Virtual Economy

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference49 articles.

1. Scaling behaviour in the dynamics of an economic index

2. Scaling of the distribution of fluctuations of financial market indices

3. Statistical properties of the volatility of price fluctuations

4. Microscopic models for long ranged volatility correlations

5. Empirical distributions of Chinese stock returns at different microscopic timescales

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