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An empirical behavioral order-driven model with price limit rules

Gu, Gao-Feng; Xiong, Xiong; Xu, Hai-Chuan; Zhang, Wei; … - In: Financial innovation : FIN 7 (2021), pp. 1-24

We propose an empirical behavioral order-driven (EBOD) model with price limit rules, which consists of an order placement process and an order cancellation process. All the ingredients of the model are determined based on the empirical microscopic regularities in the order flows of stocks traded...

Persistent link: https://www.econbiz.de/10012704142

Can job rotation eliminate the Ratchet effect : experimental evidence

Wei, Chen - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 66-84

Persistent link: https://www.econbiz.de/10012487140

Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns

Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011783456

Income and effort : an instrumental variables approach

Chen, Wei - In: Atlantic economic journal : AEJ 47 (2019) 4, pp. 485-497

Persistent link: https://www.econbiz.de/10012320142

Cap and trade versus carbon tax : an analysis based on a CGE model

Zhou, Jin-Feng; Wu, Dan; Chen, Wei - In: Computational economics 59 (2022) 2, pp. 853-885

Persistent link: https://www.econbiz.de/10013169088

An integrated stress testing framework via Markov switching simulation

Chen, Wei; Skoglund, Jimmy - In: The journal of risk model validation 7 (2013) 2, pp. 3-27

Persistent link: https://www.econbiz.de/10009780655

Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models

Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76

Persistent link: https://www.econbiz.de/10011662756

A modified Monty Hall problem

Chen, Wei; Wang, Joseph Tao-yi - In: Theory and decision : an international journal for … 89 (2020) 2, pp. 151-156

Persistent link: https://www.econbiz.de/10012305307

Global exponential stability of Cournot duopolies with delays

Chen, Wei; Wang, Wentao - In: Computational economics 48 (2016) 1, pp. 147-154

Persistent link: https://www.econbiz.de/10011646613

The application of credit risk models to macroeconomic scenario analysis and stress testing

Skoglund, Jimmy; Chen, Wei - In: The journal of credit risk : published quarterly by … 12 (2016) 2, pp. 1-45

Persistent link: https://www.econbiz.de/10011597887