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Bubble diagnosis and prediction of the 2005 - 2007 and 2008 - 2009 Chinese stock market bubbles

Jiang, Zhi-Qiang; Zhou, Wei-Xing; Sornette, Didier; … - 2009

By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bifurcations and phase transitions, the logperiodic power law (LPPL) model has been developed as a...

Persistent link: https://www.econbiz.de/10003971111

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

Jiang, Zhi-Qiang - 2010

By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii)the mathematical and statistical physics of bifurcations and phase transitions, the log-periodic power law (LPPL) model has been developed as a...

Persistent link: https://www.econbiz.de/10013144342

Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles

Jiang, Zhi-qiang; Zhou, Wei-xing; Sornette, Didier; … - In: Journal of economic behavior & organization : JEBO 74 (2010) 3, pp. 149-162

Persistent link: https://www.econbiz.de/10008661187

Extreme risk spillover effects in world gold markets and the global financial crisis

Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77

Persistent link: https://www.econbiz.de/10011626706

Interconnectedness and systemic risk of China's financial institutions

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Persistent link: https://www.econbiz.de/10012114699

Who are the net senders and recipients of volatility spillovers in China's financial markets?

Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: Finance research letters 18 (2016), pp. 255-262

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Hierarchical contagions in the interdependent financial network

Barnett, William A.; Wang, Xue; Xu, Hai-chuan; Zhou, … - 2021

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Measuring the contribution of Chinese financial institutions to systemic risk : an extended asymmetric CoVaR approach

Wen, Fenghua; Weng, Kaiyan; Zhou, Wei-Xing - In: Risk management : a journal of risk, crisis and disaster 22 (2020) 4, pp. 310-337

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The double-edged role of social learning : flash crash and lower total volatility

Xu, Hai-Chuan; Zhang, Wei; Xiong, Xiong; Wang, Xue; … - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 405-420

Persistent link: https://www.econbiz.de/10012598373

Hierarchical contagions in the interdependent financial network

Barnett, William A.; Wang, Xue; Xu, Hai-Chuan; Zhou, … - In: Journal of financial stability 61 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013460999