Jia Wang, Pu Chen, Xiong Xiong (2026). Monetary Policy, Investor Sentiment, and Multiscale Jump Behavior of the Chinese Stock Market. Journal Of Forecasting, Vol. 450, No. 1.DOI
Xiao-Li Gong, Xiang-Zhen Zhou, Xue-Ting Wang, Xiong Xiong (2026). Research on the risk contagion effect between climate policy uncertainty and industry climate transition risks. International Review of Economics & Finance.DOI
Zhong-Qiang Zhou, Jie Li, Xiong Xiong, C. Hooy (2026). Investor heterogeneity and stock market volatility: cross-country evidence from an extended heterogeneous agent model. Financial Innovation.DOI
Ruwei Zhao, Hansong Guo, Xiaotong Wang, Xiong Xiong (2026). Capital market liberalization and stock price crash risk: a Shanghai-Hong Kong stock connect expansion perspective. Financial Innovation.DOI
Yiyi Shen, Xiong Xiong, Shen Lin, Ruo-Xin Chen (2026). From portfolios to market impact: Understanding heterogeneous retail investors’ trading behavior. Journal of financial markets.DOI
Xiong Xiong, Cheng-Hao Ruan, Yuan Ji, Yong-Qiang Meng (2026). The Effect of Banking Competition in Monetary Policy Transmission: Evidence from Bank Lending in China. Economic Modelling.DOI
Zhang-Hangjian Chen, Xiang Gao, Fei Ren, Xiong Xiong, Wei Zhang (2026). Modeling excess comovement with information diffusion on social media. Journal of Economic Interaction and Coordination.DOI
Yu-Meng Zhang, Xiong Xiong, Xu Feng, Qing Chen (2026). Information source diversity and analyst forecast bias. Journal of Corporate Finance.DOI
Qiong-Ying Gao, Shen Lin, Xiong Xiong (2026). Abnormal fund holding count and stock returns. Finance Research Letters.DOI
Jia Wang, Lin Liu, Xiong Xiong, Feng Yuan (2026). The Uncertainty and Dynamic Connectedness of the Chinese Stock Sectors: Evidence from the TVP-VAR and Quantile Regression. Journal of Systems Science and Complexity.DOI
Yu-Meng Zhang, Xiong Xiong, Qing Chen (2026). Looking too far: macro attention and analyst forecast bias. Journal of Accounting Literature.DOI
Jia Wang, Yifan Wang, Xiong Xiong, Chuyao Li (2026). Time–frequency and asymmetric spillovers of climate risks on the Chinese agricultural commodity markets. International Review of Economics & Finance.DOI
Han Zhang, Xiong Xiong, Bin Guo (2025). The stock return predictability of treasury bond yield in China. Journal Of Empirical Finance, Vol. 84.DOI
Zhang-HangJian Chen, Zongpei Han, Feng Zhao, Ren Fei, Xiong Xiong (2025). ESG Distance and Excess Comovement of Stock Returns: Evidence from China. Emerging Markets Finance And Trade.DOI
Jieli Xing, Xiong Xiong (2025). Are independent directors vases? Evidence based on social connectedness and firm performance in China. Finance Research Letters, Vol. 78.DOI
Shimeng Liu, Xiong Xiong, Ya Gao (2025). Market-based environmental regulations and green innovation: Evidence from the pilot carbon markets in China. Research In International Business And Finance, Vol. 77.DOI
Xiao-Li Gong, Yen-Han Li, Xiong Xiong (2025). Tail risk interconnectedness between cryptocurrency and clean energy markets under geopolitical conflicts. Physica A: Statistical Mechanics and its Applications.DOI
Jia Wang, Yuan Cao, Xiong Xiong (2025). Multiscale Dependence and Risk Contagion between European Carbon Market, Energy, and Financial Markets. Energy.DOI
Yumeng Zhang, Xiong Xiong, Ya Gao (2024). Green fund investors and ESG performance: Evidence from China. Pacific-Basin Finance Journal, Vol. 88.DOI
Chen Wang, Xiong Xiong, Xiao Li (2024). Jump volatility and firm-specific investor sentiment. Journal Of International Financial Management & Accounting, Vol. 350, No. 30.DOI
Ren Wang, Yuxiang Bian, Xiong Xiong (2024). Impact of ESG preferences on investments and emissions in a DSGE framework ☆. Economic Modelling, Vol. 135.DOI
Yongqiang Meng, Xiao Li, Xiong Xiong (2024). Information shocks and short-term market overreaction: The role of investor attention. International Review Of Financial Analysis, Vol. 93.DOI
Jinchi Liu, Xiong Xiong, Ya Gao, Jin Zhang (2023). The impact of institutional investors on ESG: Evidence from China. Accounting And Finance, Vol. 630.DOI
Yongqiang Meng, Dehua Shen, Xiong Xiong (2023). When stock price crash risk meets fundamentals. Research In International Business And Finance, Vol. 65.DOI
Jieli Xing, Yongjie Zhang, Xiong Xiong (2023). Social capital, independent director connectedness, and stock price crash risk. International Review Of Economics & Finance, Vol. 83.DOI
Qi Wang, Xiong Xiong, J. Meng, Xu Feng (2023). Local Public Environmental Awareness and Investor Stock Trading: Evidence from Account Data. Social Science Research Network.DOI
Xue-Bin Lv, Xiong Xiong, Baojun Geng (2023). Increasing the prediction performance of temporal convolution network using multimodal combination input: Evidence from the study on exchange rates. Frontiers of Physics.DOI
Ruwei Zhao, Rui Fan, Xiong Xiong, Jianli Wang, Jitka Hilliard (2023). Media Tone and Stock Price Crash Risk: Evidence from China. Mathematics.DOI
Rongtian Zhou, Xiong Xiong, B. Llacay, G. Peffer (2023). Market Impact Analysis of Financial Literacy among A-Share Market Investors: An Agent-Based Model. Entropy.DOI
Jiakou Liu, Xiong Xiong, Pei-Wei Ren, Chun‐Na Li, Yuan‐Hai Shao (2023). Capped norm linear discriminant analysis and its applications. Applied Intelligence.DOI
Yuxiang Bian, Xiong Xiong, Jinqiang Yang (2022). Investor protection, hedge fund leverage and valuation. North American Journal Of Economics And Finance, Vol. 62.DOI
Chunying Wu, Xiong Xiong, Ya Gao (2022). The role of different information sources in information spread: Evidence from three media channels in China. International Review Of Economics & Finance, Vol. 80.DOI
Chunying Wu, Xiong Xiong, Ya Gao (2022). Does ESG Certification Improve Price Efficiency in the Chinese Stock Market? Asia-Pacific Financial Markets, Vol. 290, No. 10.DOI
Junqing Kang, Shen Lin, Xiong Xiong (2022). What drives intraday reversal? illiquidity or liquidity oversupply? Journal Of Economic Dynamics & Control, Vol. 1360.DOI
T. Bing, Yian Cui, Ying Min, Xiong Xiong (2022). Price Limit Changes and Market Quality: Evidence from China. Finance Research Letters.DOI
Zhuo-Yi Yang, Xiong Xiong, Li-Jian Wei, Yian Cui, Li Wan (2022). The Behavior and Impact of Heterogeneous Investors in China’s Stock Index Futures Market: An Agent‐Based Model on Cross‐Market Trades. Complex.DOI
Xiong Xiong, Jinchi Liu, Zong-Hang Yang, Jiatong Han (2022). An Agent-Based Model for the Impact of Price Limit Changes on Market Quality. International Journal of Information Technology and Decision Making.DOI
Hai-Chuan Xu, Xiong Xiong, W. Zhang, Wei Zhou (2022). Dynamic Portfolio Choice with Predictable Returns and Transaction Costs for More Frequent Rebalancing. Social Science Research Network.DOI
Chun-Ying Wu, Xiong Xiong, Ya Gao (2022). Which CSR Dimension Matters in Stock Price Crash Risk? Evidence from China. Social Science Research Network.DOI
Hongxia Wang, Lin Zhou, Pengfei Dai, Xiong Xiong (2022). Moment conditions for fractional degree stochastic dominance. Finance research letters.DOI
Qingchong Chen, Xiong Xiong, Ya Gao (2021). Is information really efficient for the market? Evidence of confirmatory bias in China. Accounting And Finance, Vol. 610, No. 50.DOI
Kewei Xu, Xiong Xiong, Xiao Li (2021). The maturity effect of stock index futures: Speculation or carry arbitrage? Research In International Business And Finance, Vol. 58.DOI
Minghua Dong, Xiong Xiong, Xiao Li (2021). The role of media coverage in measuring the systemic risk of Chinese financial institutions. Applied Economics, Vol. 530, No. 53.DOI
Ya Gao, Xing Han, Xiong Xiong (2021). Loss from the chasing of MAX stocks: Evidence from China. North American Journal Of Economics And Finance, Vol. 58.DOI
Ya Gao, Bin Guo, Xiong Xiong (2021). Signed momentum in the Chinese stock market. Pacific-Basin Finance Journal, Vol. 68.DOI
Ruixin Fan, Xiong Xiong, Ya Gao (2021). Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China. International Review Of Financial Analysis, Vol. 76.DOI
Chunying Wu, Xiong Xiong, Ya Gao (2021). Performance comparisons between ETFs and traditional index funds: Evidence from China. Finance Research Letters, Vol. 40.DOI
Jing Hao, Xiong Xiong (2021). Retail investor attention and firms' idiosyncratic risk: Evidence from China. International Review Of Financial Analysis, Vol. 74.DOI
Xia Liu, Shanchun Liu, Lei Lu, Yongdong Shi, Xiong Xiong (2021). Voluntary information disclosure with heterogeneous beliefs. Journal Of Economic Dynamics & Control, Vol. 1240.DOI
Ya Gao, Xing Han, Youwei Li, Xiong Xiong (2021). Investor heterogeneity and momentum-based trading strategies in China. International Review Of Financial Analysis, Vol. 74.DOI
Xiao-Li Gong, Xiong Xiong (2021). Multi-objective portfolio optimization under tempered stable Levy distribution with Copula dependence. Finance Research Letters, Vol. 38.DOI
Junjun Ma, Xiong Xiong, Xu Feng (2021). News release and the role of different types of investors. International Review Of Financial Analysis, Vol. 73.DOI
Qi Wang, Xiong Xiong, Zunxin Zheng (2021). Platform Characteristics and Online Peer-to-Peer Lending: Evidence from China. Finance Research Letters, Vol. 38.DOI
Hui Xiao, Xiong Xiong, Wei-Wei Chen (2021). Introduction to the special issue on Impact of COVID-19 and cryptocurrencies on the global financial market. Financial Innovation.DOI
Mei-Ling Cai, Zhang-Hangjian Chen, Sai-Ping Li, Xiong Xiong, Wei Zhang, Ming-Yuan Yang, Fei Ren (2021). New volatility evolution model after extreme events. Chaos, Solitons & Fractals.DOI
Ke-Wei Xu, Xiong Xiong, De-Hua Shen (2021). The Impacts of Transaction Costs on Price Discovery: Evidence from China Stock Index Futures during Market Crash.DOI
Xiao-Li Gong, Jian-Mai Liu, Xiong Xiong, Wei Zhang (2021). The dynamic effects of international oil price shocks on economic fluctuation.DOI
Yuxiang Bian, Xiong Xiong, Jinqiang Yang (2020). Leverage and valuation of hedge funds under model uncertainty. European Journal Of Finance, Vol. 260, No. 17.DOI
Ya Gao, Xiong Xiong, Xu Feng (2020). Responsible investment in the Chinese stock market. Research In International Business And Finance, Vol. 52.DOI
Jin Zhang, Xiong Xiong, Ya-Hui An, Xu Feng (2020). The Impact of Competition on Analysts’ Forecasts: A Simple Agent-Based Model. Journal of Systems Science and Complexity.DOI
Kejing Chen, Wenqi Guo, Xiong Xiong (2020). Does Time-Space Compression Affect Analysts’ Forecast Performance? Social Science Research Network.DOI
Xiong Xiong, Chen Wang, De-Hua Shen (2020). Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market.DOI
Yongjie Zhang, Meng Wang, Xiong Xiong, G. Zou (2020). Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China.DOI
Peng-Fei Dai, Xiong Xiong, Jin Zhang, Wei-Xing Zhou (2020). The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. Resources policy.DOI
Xiong Xiong, Jiakou Liu, Zhifeng Liu (2020). Can economic policy uncertainty predict financial stress? A MIDAS approach. Applied Economics Letters.DOI
Yi Li, Wei Zhang, Xiong Xiong, Pengfei Wang (2020). Does size matter in the cryptocurrency market? Applied Economics Letters.DOI
Ruwei Zhao, Xiong Xiong, De-Hua Shen, Wei Zhang (2019). Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective. International Journal of Information Technology and Decision Making.DOI
Xiao-Li Gong, Xi-Huan Liu, Xiong Xiong (2019). Chaotic analysis and adaptive synchronization for a class of fractional order financial system. Physica A: Statistical Mechanics and its Applications.DOI
Xiong Xiong, Ke-Li Xu, De-Hua Shen (2019). Dynamic Cross-Correlations between Investors’ Attention and CSI300 Index Futures.DOI
Xiong Xiong, Jin-Yi Zhang, Zhenwei Lv, G. Zou (2019). HOW DOES INVESTOR SENTIMENT INFLUENCE IPO INITIAL RETURN AND LONG-TERM PERFORMANCE? AN AGENT-BASED COMPUTATIONAL FINANCE APPROACH. Singapore Economic Review.DOI
M. Çaglayan, Tho Pham, Oleksandr Talavera, Xiong Xiong (2019). Asset mispricing in loan secondary markets.
Xiong Xiong, Yong-Qiang Meng, Xiao Li, De-Hua Shen (2019). An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China.DOI
Peng-Fei Dai, Xiong Xiong, Wei-Xing Zhou (2019). Visibility graph analysis of economy policy uncertainty indices. Physica A: Statistical Mechanics and its Applications.DOI
Xiao-Li Gong, Xi-Huan Liu, Xiong Xiong, Xin-Tian Zhuang (2019). Forecasting stock volatility process using improved least square support vector machine approach. Soft Computing - A Fusion of Foundations, Methodologies and Applications.DOI
Jin Zhang, Xiong Xiong, Yong-Qiang Meng (2019). The Impacts of Analysts’ Recommendation Revisions on Statistical Properties and Power-Law Behavior of Large-Size Trade.DOI
Xiao-Li Gong, Xi-Huan Liu, Xiong Xiong, Xin-Tian Zhuang (2019). Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles. Chaos, Solitons & Fractals.DOI
Ruwei Zhao, Xiong Xiong, De-Hua Shen (2018). Investor attention and performance of IPO firms: Evidence from online searches. Physica A: Statistical Mechanics and its Applications.DOI
Ming Dong, Xiong Xiong, Xiao Li, De-Hua Shen (2018). Weibo Attention and Stock Market Performance: Some Empirical Evidence. Complex.DOI
Yuelei Li, Aiting Hao, Xiao-Tao Zhang, Xiong Xiong (2018). Network topology and systemic risk in Peer-to-Peer lending market. Physica A: Statistical Mechanics and its Applications.DOI
Xiao-Li Gong, Xi-Huan Liu, Xiong Xiong, Xin-Tian Zhuang (2018). Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine. Chaos, Solitons & Fractals.DOI
Xiong Xiong, Yuxiang Bian, De-Hua Shen (2018). The time-varying correlation between policy uncertainty and stock returns: Evidence from China. Physica A: Statistical Mechanics and its Applications.DOI
Xiong Xiong, Yong-Qiang Meng, Ran Li, De-Hua Shen(2017). 特质波动率与股票收益------基于Fama-French五因子模型的研究.DOI
Junjun Ma, Xiong Xiong, Fengbao He, Wei Zhang (2017). Volatility measurement with directional change in Chinese stock market: Statistical property and investment strategy.DOI
Ting Zhang, Gao-Feng Gu, Hai-Chuan Xu, Xiong Xiong, Wei Chen, Wei-Xing Zhou (2017). Power-law tails in the distribution of order imbalance.DOI
Peng Yue, Hai-Chuan Xu, Wei Chen, Xiong Xiong, Wei-Xing Zhou (2017). Linear and nonlinear correlations in order aggressiveness of Chinese stocks.DOI
Ya-Jing Xu, Sai-Ping Li, Xiong Xiong, Fei Ren (2017). Intraday Volatility Spillover between the Shanghai and Hong Kong Stock Markets—Evidence from A+H Shares after the Launch of the Shanghai-Hong Kong Stock Connect.DOI
Lijian Wei, Xiong Xiong, Wei Zhang, X. He, Yongjie Zhang (2017). The effect of genetic algorithm learning with a classifier system in limit order markets. Engineering applications of artificial intelligence.DOI
Xiong Xiong, Juan-Mei Liang, Yian Cui, Wei Zhang, Yongjie Zhang (2017). Analysis of the Spot Market’s T+1 Trading System Effects on the Stock Index Futures Market.DOI
Rui-Qi Han, Wen-Jie Xie, Xiong Xiong, Wei Zhang, Wei-Xing Zhou (2016). Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market. The Random and Fluctuating World.DOI
Xuefeng Liu, Wei Zhang, Xiong Xiong, De-Hua Shen, Yongjie Zhang (2016). Credit rationing and the simulation of bank-small and medium sized firm artificial credit market. Journal of Systems Science and Complexity.DOI
Hai-Chuan Xu, Wei Chen, Xiong Xiong, Wei Zhang, Wei-Xing Zhou, H. E. Stanley (2016). Limit-order book resiliency after effective market orders: spread, depth and intensity.DOI
Xiao-Yong Wang, Wei Zhang, Xiong Xiong, Hong-Li Che, De-Hua Shen (2016). Research on the negotiation decision-making model based on concession strategy in the artificial credit market.DOI
De-Hua Shen, Wei Zhang, Xiong Xiong, Xiao Li, Yongjie Zhang (2016). Trading and non-trading period Internet information flow and intraday return volatility.DOI
Xiong Xiong, Ruwei Zhao, Xu Feng (2016). Do analysts ’ forecasts affect investors ’ trading ? Evidence from China ’ s accounts data.
Xiong Xiong, Jin Zhang, Xi Jin, Xu Feng (2016). Review on Financial Innovations in Big Data Era.DOI
Xiao-Tao Zhang, Jing Ping, Tao Zhu, Yuelei Li, Xiong Xiong (2016). Are Price Limits Effective? An Examination of an Artificial Stock Market. PLoS ONE.DOI
Lijian Wei, Wei Zhang, Xiong Xiong, Lei Shi (2015). Position limit for the CSI 300 stock index futures market. Economic Systems, Vol. 39, No. 3.DOI
Wei Zhang, Yu-Xin Sun, Xu Feng, Xiong Xiong (2015). Evolutionary Minority Game with searching behavior.DOI
Xiao-Yong Wang, Wei Zhang, Xiong Xiong, Hong-Li Che, De-Hua Shen (2015). Information and Bargaining Power: Evidence from SME Lending in China. International Journal of Information Technology and Decision Making.DOI
Xiong Xiong, Ding Nan, Yang Yang, Yongjie Zhang (2015). Study on Market Stability and Price Limit of Chinese Stock Index Futures Market: An Agent-Based Modeling Perspective. PLoS ONE.DOI
Yujin Wan, Wen-Jie Xie, Gao-Feng Gu, Zhi-Qiang Jiang, Wei Chen, Xiong Xiong, Wei Zhang, Wei-Xing Zhou (2015). Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets. PLoS ONE.DOI
Wen-Jie Xie, Zhi-Qiang Jiang, Gao-Feng Gu, Xiong Xiong, Wei-Xing Zhou (2015). Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application.DOI
Xiong Xiong, Hai-Li Yuan, Wei Zhang, Yongjie Zhang (2015). Program trading and its risk analysis based on agent-based computational finance.DOI
Gao-Feng Gu, Xiong Xiong, Wei Zhang, Yongjie Zhang, Wei-Xing Zhou (2014). Empirical properties of inter-cancellation durations in the Chinese stock market. Front. Physics.DOI
Gao-Feng Gu, Xiong Xiong, Yongjie Zhang, Wei Chen, Wei Zhang, Wei-Xing Zhou (2014). Stylized facts of price gaps in limit order books.DOI
Fengbao He, Wei Zhang, Yongjie Zhang, Xiong Xiong (2014). Agent or Borrower? An Incentive of Moral Hazard with China Commercial Guarantee Company.DOI
Xu Feng, Wei Zhang, Yongjie Zhang, Xiong Xiong (2014). Information identification in different networks with heterogeneous information sources. Journal of Systems Science and Complexity.DOI
Hong-Li Che, Xiong Xiong, Jun-Tian Yang, Wei Zhang, Yongjie Zhang (2014). How Investor Structure Influences the Yield, Information Dissemination Efficiency, and Liquidity.DOI
Wei Zhang, Zi-Qiang Wu, Yongjie Zhang, Xiong Xiong (2014). Adaptive Behavior and Strategy Switching. International Journal of Information Technology and Decision Making.DOI
Hai-Chuan Xu, Wei Zhang, Xiong Xiong, Wei-Xing Zhou (2014). An agent-based computational model for China's stock market and stock index futures market.DOI
Xiong Xiong (2014). Changes of HS300 Stock Index Characteristics Caused by Stock Index Futures Based on Time Series Analysis.
Xiong Xiong (2014). Analyzing the impact on stock index futures market volatility of arbitrage.
Hong-Li Che, Xiong Xiong, Jiatong Han, Wei Zhang, Yongjie Zhang (2014). Study on Informational Transaction and Its Effect on China's Stock Index Futures Market.DOI
Yongjie Zhang, Lina Feng, Xi Jin, De-Hua Shen, Xiong Xiong, Wei Zhang (2014). Internet information arrival and volatility of SME PRICE INDEX.DOI
Yuelei Li, Wei Zhang, Yongjie Zhang, Xiao-Tao Zhang, Xiong Xiong (2014). Calibration of the agent-based continuous double auction stock market by scaling analysis. Information Sciences.DOI
Xiong Xiong (2013). Innovation in SMEs' Financing Based on Credit Community. Zhongguo ruankexue.
Ming-Xia Li, Zhi-Qiang Jiang, Wen-Jie Xie, Xiong Xiong, Wei Zhang, Wei-Xing Zhou (2013). Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant.DOI
Xiong Xiong (2012). A Simulation Study on the Risk of Credit Card with Consumers’ Behavior. Huadong jingji guanli.
Wei Zhang, Xu Feng, Yongjie Zhang, Xiong Xiong (2012). Information diffusion and its impacts on artificial stock markets in different learning process. IEEE Congress on Evolutionary Computation.DOI
Hao Meng, Fei Ren, Gao-Feng Gu, Xiong Xiong, Yongjie Zhang, Wei-Xing Zhou, Wei Zhang (2012). Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations.DOI
Xiong Xiong, Hai-Li Yuan, Wei Zhang, Yongjie Zhang (2012). Risk Analysis on Program Trading: An Agent-based Computational Finance Perspective. 2012 Fifth International Conference on Business Intelligence and Financial Engineering.DOI
Xiong Xiong (2011). The Relationship of the Return on Equity,Return on Capital and Debt Interest Rate of Real Estate Companies in China.
Xiong Xiong, Yu Zhang, Wei Zhang, Yongjie Zhang (2011). The effect on volatility of stock market and stock index futures market after launching stock index options:A case of KOSPI200 index options.
Xiong Xiong (2011). Empirical study on early warning of stock index futures manipulation based on logistic model.
Xiong Xiong, Rong Fu, Wei Zhang, Yongjie Zhang, L. Xiong (2011). The research on the influencing factors of financing strategy of woman entrepreneurs in China. Journal of Computers.DOI
Yongjie Zhang, Xiong Xiong (2011). Does the Internet know more?—Open source information and asset pricing.
Gao-Feng Gu, Xiong Xiong, Fei Ren, Wei-Xing Zhou, Wei Zhang (2011). The position profiles of order cancellations in an emerging stock market.DOI
Xiong Xiong, M. Wen, Wei Zhang, Yongjie Zhang (2011). Cross-Market Financial Risk Analysis: an Agent-Based Computational Finance. International Journal of Information Technology and Decision Making.DOI
Wei Zhang, Gen Li, Xiong Xiong, Yongjie Zhang (2010). Trader Species with Different Decision Strategies and Price Dynamics in Financial Markets: an Agent-Based Modeling Perspective. International Journal of Information Technology and Decision Making.DOI
Xiong Xiong (2010). Dynamic Capital Structure of the Real Estate Companies in China. Caijing lilun yu shijian.
Xiong Xiong (2008). A Review of Studies on Priciog and Potential Risk of Credit Derivatives.
Xiong Xiong (2008). Research on the Futures Volatility Forecasting Model Considering Asymmetric Effects of Basis. Journal of University of Science and Technology Beijing(Social Sciences Edition).
Xiong Xiong, Shuai Li (2008). Intra-day price discovery process of Taiwan stock index futures.
Wei Zhang, Yongjie Zhang, Xiong Xiong, Xi Jin (2006). Bsv Investors versus Rational Investors: an Agent-based Computational Finance Model. International Journal of Information Technology and Decision Making.DOI
Zhang We, Bo Liu, Zhang Tao, Xiong Xiong, Kou Yue (2006). Application of the Wavelet based Multi-Fractal for Outlier Detection in Financial High-Frequency Time Series Data.DOI
Zhang Wei, Yongjie Zhang, Xiong Xiong, Jin Xi (2006). Behavioral Investors Versus Rational Investors: An Agent-based Computational Finance Model.DOI
Wei Zhang, Xiao-Tao Zhang, Xiong Xiong, Cui-Yu Li (2005). Long-memory of Shanghai stock market: a wavelet-based approach. International Conference on Machine Learning and Computing.DOI
Xiong Xiong, Xiao-Tao Zhang, Wei Zhang, Cui-Yu Li (2005). Wavelet-based beta estimation of China stock market. International Conference on Machine Learning and Computing.DOI
Wei Zhang, Yingqiu Pan, Xiong Xiong (2005). A wavelet-domain Markov model for volatility clustering. International Conference on Machine Learning and Computing.DOI
Xiao-Tao Zhang, Wei Zhang, Xiong Xiong, Qi-Wen Wang, Cui-Yu Li (2004). A model-based clustering for time-series with irregular interval. Proceedings of 2004 International Conference on Machine Learning and Cybernetics (IEEE Cat. No.04EX826).DOI
Xiong Xiong (2004). The Management and Operation of the Security Investment Fund.
Cheng-Hao Ruan, Xiong Xiong, Yong-Qiang Meng. Macroeconomic policy sensitivity and mutual fund performance: Evidence from Five-Year Plans of China. Pacific-Basin Finance Journal.DOI
预印本
Yongqiang Meng, Dehua Shen, Xiong Xiong, Jørgen Vitting Andersen (2020). A Socio-Finance Model: The Case of Bitcoin. RePEc: Research Papers in Economics.
Jian Zhou, Gao-Feng Gu, Zhi‐Qiang Jiang, Xiong Xiong, Wei Zhang, Wei‐Xing Zhou (2014). Microscopic determinants of the weak-form efficiency of an artificial order-driven stock market. RePEc: Research Papers in Economics.
书籍章节
Rui-Qi Han, Wen-Jie Xie, Xiong Xiong, Wei Zhang, Wei‐Xing Zhou (2022). Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market. WORLD SCIENTIFIC eBooks.DOI