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Position limit for the CSI 300 stock index futures market
Wei, Lijian; Zhang, Wei; Xiong, Xiong; Shi, Lei - In: Economic systems 39 (2015) 3, pp. 369-389
Persistent link: https://www.econbiz.de/10011532257
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A behavioural model of investor sentiment in limit order markets
Chiarella, Carl; He, Xue-zhong; Shi, Lei; Wei, Lijian - 2014
Persistent link: https://www.econbiz.de/10010349284
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Learning and information dissemination in limit order markets
Wei, Lijian; Zhang, Wei; He, Xue-zhong; Zhang, Yongjie - 2013
Persistent link: https://www.econbiz.de/10009749970
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Position-Limit Design for the CSI 300 Futures Markets
Wei, Lijian; Zhang, Wei; Xiong, Xiong; Shi, Lei - Finance Discipline Group, Business School - 2014
The aim of this paper is to find the optimal level of position limit for the Chinese Stock Index (CSI) 300 futures market. A small position limit helps to prevent price manipulations in the spot market, thus able to keep the magnitude of instantaneous price changes within policy makers'...
Persistent link: https://www.econbiz.de/10010883506
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Position-Limit Design for the CSI 300 Futures Markets
Wei, Lijian - 2016
The aim of this paper is to find the optimal level of position limit for the Chinese Stock Index (CSI) 300 futures market. A small position limit helps to prevent price manipulations in the spot market, thus able to keep the magnitude of instantaneous price changes within policy makers'...
Persistent link: https://www.econbiz.de/10013006403
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Does irrational lead to higher returns? : evidence from the Chinese P2P lending market
Zhao, Yingxiu; Zhang, Wei; Li, Yuelei; Xiong, Xiong - In: Finance research letters 39 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805314
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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
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Research on China's financial systemic risk contagion under jump and heavy-tailed risk
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong; Zhang, Wei - In: International review of financial analysis 72 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012437236
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Financial systemic risk measurement based on causal network connectedness analysis
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong; Zhang, Wei - In: International review of economics & finance : IREF 64 (2019), pp. 290-307
Persistent link: https://www.econbiz.de/10012372774
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Asymmetry of retail investors attention and asymmetric volatility : evidence from China
Chen, Shuning; Zhang, Wei; Feng, Xu; Xiong, Xiong - In: Finance research letters 36 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012483350