Long-range correlation and predictability of Chinese stock prices-Reference-Cited by-同舟云学术

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Long-range correlation and predictability of Chinese stock prices

Published:2020-07 Issue: Volume:549 Page:124384
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:

Wang Lei,Liu Lutao

Funder

National Natural Science Foundation of China

Beijing Natural Science Foundation

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference50 articles.

1. An Introduction To Econophysics: Correlations and Complexity in Finance;Mantegna,2000

2. The behavior of stock-market prices;Fama;J. Business,1965

3. Efficient capital markets: A review of theory and empirical work;Fama;J. Finance,1970

4. Theorie de la speculation;Bachelier;Ann. Sci. Éc. Norm. Supér.,1900

5. Inverse cubic law for the distribution of stock price variations;Gopikrishnan;Eur. Phys. J. B,1998

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