Asymmetric joint multifractal analysis in Chinese stock markets
In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading v...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Chen, Yuwen [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2017 |
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| Schlagwörter: |
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| Umfang: |
10 |
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| Übergeordnetes Werk: |
Enthalten in: Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study - Dai, Jiamiao ELSEVIER, 2022, europhysics journal, Amsterdam |
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| Übergeordnetes Werk: |
volume:471 ; year:2017 ; day:1 ; month:04 ; pages:10-19 ; extent:10 |
| Links: |
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| DOI / URN: |
10.1016/j.physa.2016.11.052 |
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ELV020274327 |
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| 520 | |a In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. | ||
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10.1016/j.physa.2016.11.052 doi GBV00000000000076A.pica (DE-627)ELV020274327 (ELSEVIER)S0378-4371(16)30857-3 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Chen, Yuwen verfasserin aut Asymmetric joint multifractal analysis in Chinese stock markets 2017 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. Return Elsevier Joint multifractal Elsevier Multifractal spectrum Elsevier Asymmetric joint multifractal Elsevier Trading volume Elsevier Zheng, Tingting oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:471 year:2017 day:1 month:04 pages:10-19 extent:10 https://doi.org/10.1016/j.physa.2016.11.052 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 471 2017 1 0401 10-19 10 045F 500 |
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10.1016/j.physa.2016.11.052 doi GBV00000000000076A.pica (DE-627)ELV020274327 (ELSEVIER)S0378-4371(16)30857-3 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Chen, Yuwen verfasserin aut Asymmetric joint multifractal analysis in Chinese stock markets 2017 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. Return Elsevier Joint multifractal Elsevier Multifractal spectrum Elsevier Asymmetric joint multifractal Elsevier Trading volume Elsevier Zheng, Tingting oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:471 year:2017 day:1 month:04 pages:10-19 extent:10 https://doi.org/10.1016/j.physa.2016.11.052 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 471 2017 1 0401 10-19 10 045F 500 |
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10.1016/j.physa.2016.11.052 doi GBV00000000000076A.pica (DE-627)ELV020274327 (ELSEVIER)S0378-4371(16)30857-3 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Chen, Yuwen verfasserin aut Asymmetric joint multifractal analysis in Chinese stock markets 2017 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. Return Elsevier Joint multifractal Elsevier Multifractal spectrum Elsevier Asymmetric joint multifractal Elsevier Trading volume Elsevier Zheng, Tingting oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:471 year:2017 day:1 month:04 pages:10-19 extent:10 https://doi.org/10.1016/j.physa.2016.11.052 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 471 2017 1 0401 10-19 10 045F 500 |
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10.1016/j.physa.2016.11.052 doi GBV00000000000076A.pica (DE-627)ELV020274327 (ELSEVIER)S0378-4371(16)30857-3 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Chen, Yuwen verfasserin aut Asymmetric joint multifractal analysis in Chinese stock markets 2017 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. Return Elsevier Joint multifractal Elsevier Multifractal spectrum Elsevier Asymmetric joint multifractal Elsevier Trading volume Elsevier Zheng, Tingting oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:471 year:2017 day:1 month:04 pages:10-19 extent:10 https://doi.org/10.1016/j.physa.2016.11.052 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 471 2017 1 0401 10-19 10 045F 500 |
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10.1016/j.physa.2016.11.052 doi GBV00000000000076A.pica (DE-627)ELV020274327 (ELSEVIER)S0378-4371(16)30857-3 DE-627 ger DE-627 rakwb eng 500 500 DE-600 610 VZ 44.91 bkl Chen, Yuwen verfasserin aut Asymmetric joint multifractal analysis in Chinese stock markets 2017 10 nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. Return Elsevier Joint multifractal Elsevier Multifractal spectrum Elsevier Asymmetric joint multifractal Elsevier Trading volume Elsevier Zheng, Tingting oth Enthalten in North Holland Publ. Co Dai, Jiamiao ELSEVIER Effects of psychiatric disorders on ultrasound measurements and adverse perinatal outcomes in Chinese pregnant women: A ten-year retrospective cohort study 2022 europhysics journal Amsterdam (DE-627)ELV00892340X volume:471 year:2017 day:1 month:04 pages:10-19 extent:10 https://doi.org/10.1016/j.physa.2016.11.052 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OLC-PHA 44.91 Psychiatrie Psychopathologie VZ AR 471 2017 1 0401 10-19 10 045F 500 |
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In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. |
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In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. |
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In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. The result shows asymmetric multifractal correlations exist between return and trading volume in Chinese stock markets. Moreover, when the stock indexes are upward, the fluctuations of returns are always weaker than when they are downward, whether the trading volumes are more or less. |
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<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">ELV020274327</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20230623154025.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">180603s2017 xx |||||o 00| ||eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1016/j.physa.2016.11.052</subfield><subfield code="2">doi</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">GBV00000000000076A.pica</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)ELV020274327</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ELSEVIER)S0378-4371(16)30857-3</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">500</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">500</subfield><subfield code="q">DE-600</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">610</subfield><subfield code="q">VZ</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">44.91</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Chen, Yuwen</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Asymmetric joint multifractal analysis in Chinese stock markets</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2017</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">10</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">nicht spezifiziert</subfield><subfield code="b">zzz</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">nicht spezifiziert</subfield><subfield code="b">z</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">nicht spezifiziert</subfield><subfield code="b">zu</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">In this paper, the asymmetric joint multifractal analysis method based on statistical physics is proposed to explore the asymmetric correlation between daily returns and trading volumes in Chinese stock markets. 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