Quantifying financial market dynamics: Scaling law in rank mobility of Chinese stock prices-Reference-Cited by-同舟云学术

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Quantifying financial market dynamics: Scaling law in rank mobility of Chinese stock prices

Published:2021-01 Issue: Volume:38 Page:101516
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Shi Yongbin,Yu Miao,Chen Liujun,Ivanov Plamen Ch.,Wang Yougui

Funder

W. M. Keck Foundation

National Institutes of Health

National Natural Science Foundation of China

United States-Israel Binational Science Foundation

Publisher

Elsevier BV

Subject

Finance

Reference18 articles.

1. Does stock price synchronicity represent firm-specific information?;Ashbaugh-Skaife,2006

2. Friends or strangers? Firm-specific uncertainty, market uncertainty, and network partner selection;Beckman;Organ. Sci.,2004

3. Measuring rank mobility with variable population size;Bossert;Soc. Choice Welf.,2016

4. The effect of earnings quality and country-level institutions on the value relevance of earnings;Cahan;Rev. Quant. Financ. Acc.,2009

5. Analyst initiations of coverage and stock return synchronicity;Crawford;Acc. Rev.,2012

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1. A heteroscedastic Bayesian generalized logistic regression model with application to scaling problems;Chaos, Solitons & Fractals;2024-05

2. Carbon sink price prediction based on radial basis kernel function support vector machine regression model;International Journal of Low-Carbon Technologies;2022

3. Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall;The Journal of Risk;2021

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