Wei-Xing Zhou

East China University of Science and Technology - School of Business

130 Meilong Road

Shanghai, 200237

China

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 9,100

SSRN RANKINGS

Top 9,100

in Total Papers Downloads

5,170

SSRN CITATIONS
Rank 13,976

SSRN RANKINGS

Top 13,976

in Total Papers Citations

36

CROSSREF CITATIONS

28

Scholarly Papers (17)

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

Number of pages: 28 Posted: 28 Sep 2009
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, BNP Paribas and ETH Zurich
Downloads 738 (33,597)
Citation 9

Abstract:

Loading...

stock market crash, financial bubble, Chinese markets, rational expectation bubble, herding, log-periodic power law, Lomb spectral analysis, unit-root test

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

CCSS working Paper No. CCSS-09-008
Number of pages: 30 Posted: 27 Apr 2010
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, BNP Paribas and ETH Zurich
Downloads 226 (137,993)
Citation 5

Abstract:

Loading...

Stock market crash, financial bubble, Chinese markets, rational expectation bubble, log-periodic power law

2.

2000-2003 Real Estate Bubble in the UK But Not in the USA

Number of pages: 22 Posted: 15 Apr 2003
Wei-Xing Zhou and Didier Sornette
East China University of Science and Technology - School of Business and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 865 (27,369)
Citation 12

Abstract:

Loading...

Real estate, Bubble, Econophysics

3.

Non-Parametric Determination of Real-Time Lag Structure between Two Time Series: The 'Optimal Thermal Causal Path' Method

Number of pages: 37 Posted: 17 Aug 2004
Didier Sornette and Wei-Xing Zhou
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and East China University of Science and Technology - School of Business
Downloads 517 (54,509)
Citation 1

Abstract:

Loading...

Econophysics, causality, correlation, thermal average, time series

4.

Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the Us Economy and its Stock Market

Number of pages: 41 Posted: 31 Jul 2003
Didier Sornette and Wei-Xing Zhou
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and East China University of Science and Technology - School of Business
Downloads 492 (58,086)
Citation 4

Abstract:

Loading...

Foreign capital inflow, speculative bubble, new economy, dollar depreciation, depression

5.

Bubble, Critical Zone and the Crash of Royal Ahold

Number of pages: 37 Posted: 26 Mar 2004
Gerrit Broekstra, Didier Sornette and Wei-Xing Zhou
Nyenrode University, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and East China University of Science and Technology - School of Business
Downloads 410 (72,596)
Citation 1

Abstract:

Loading...

Syngernetics, Royal Ahold, Bubble, Critical Zone, Crash

6.

The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields

Swiss Finance Institute Research Paper No. 11-05
Number of pages: 15 Posted: 17 Feb 2011
Kun Guo, Wei-Xing Zhou, Si-Wei Cheng and Didier Sornette
Chinese Academy of Sciences (CAS), East China University of Science and Technology - School of Business, Chinese Academy of Sciences (CAS) and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 384 (78,230)

Abstract:

Loading...

monetary policy, federal funds rate, yield curves, stock markets, causality, lead-lag, dependence

Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model

Swiss Finance Institute Research Paper No. 11-29
Number of pages: 25 Posted: 12 Aug 2011
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, ETH Zurich and East China University of Science and Technology - School of Business
Downloads 194 (159,870)
Citation 2

Abstract:

Loading...

JLS model, financial bubbles, crashes, log-periodic power law, fit method, sloppiness, taboo search, bootstrap, probabilistic forecast

Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model

ETH Risk Center – Working Paper No. 11-004
Number of pages: 24 Posted: 21 Dec 2012
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, ETH Zurich and East China University of Science and Technology - School of Business
Downloads 131 (224,017)
Citation 2

Abstract:

Loading...

JLS model, financial bubbles, crashes, log-periodic power law, fit method, sloppiness, taboo search, bootstrap, probabilistic forecast

8.

Importance of Positive Feedbacks and Over-Confidence in a Self-Fulfilling Ising Model of Financial Markets

Number of pages: 43 Posted: 15 Apr 2005
Didier Sornette and Wei-Xing Zhou
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and East China University of Science and Technology - School of Business
Downloads 248 (126,249)
Citation 4

Abstract:

Loading...

Ising model, overconfidence, imitation and herding, econophysics

9.

Testing the Stability of the 2000-2003 Us Stock Market 'Antibubble'

Number of pages: 32 Posted: 20 Nov 2003
Wei-Xing Zhou and Didier Sornette
East China University of Science and Technology - School of Business and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 235 (133,303)
Citation 11

Abstract:

Loading...

Econophysics, Prediction, Log-periodic power law, Antibubble, Hypothesis test

10.

Analysis of the Real Estate Market in Las Vegas: Bubble, Seasonal Patterns, and Prediction of the CSW Indexes

Number of pages: 24 Posted: 26 Apr 2007
Wei-Xing Zhou and Didier Sornette
East China University of Science and Technology - School of Business and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 204 (152,654)
Citation 12

Abstract:

Loading...

Econophysics, real estate market, periodicity, power law, prediction

11.

Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts

Swiss Finance Institute Research Paper No. 11-30
Number of pages: 19 Posted: 05 Sep 2011
Wei-Xing Zhou, Guo-Hua Mu, Didier Sornette and Wei Chen
East China University of Science and Technology - School of Business, East China University of Science and Technology (ECUST), ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and Stock Exchange of Shenzhen
Downloads 130 (224,583)

Abstract:

Loading...

trading strategies, stylized facts, Shenzhen Stock Exchange of China, investment performance, illusion of control, trading frequency, arbitrage opportunities

12.

Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000

Number of pages: 26 Posted: 26 Mar 2004
Wei-Xing Zhou and Didier Sornette
East China University of Science and Technology - School of Business and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 115 (246,209)
Citation 1

Abstract:

Loading...

Econophysics, Antibubble, Causality, Yield, Stock market

13.

Evolution of Worldwide Stock Markets, Correlation Structure and Correlation Based Graphs

Number of pages: 21 Posted: 01 Aug 2011
East China University of Science and Technology (ECUST), University of Palermo, East China University of Science and Technology - School of Business and University of Palermo
Downloads 96 (278,777)

Abstract:

Loading...

financial markets, globalization, correlation-based networks

14.

Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies

Swiss Finance Institute Research Paper No. 14-57
Number of pages: 41 Posted: 25 Nov 2014
Hao Meng, Wei-Xing Zhou and Didier Sornette
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 67 (345,094)

Abstract:

Loading...

Lead-lag structure, Symmetric thermal optimal path, Statistical test, Housing market, Monetary policy

15.

Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts

ETH Risk Center Working Paper No. 11-005
Number of pages: 18 Posted: 21 Dec 2012 Last Revised: 22 Dec 2012
Wei-Xing Zhou, Guo-Hua Mu, Wei Chen and Didier Sornette
East China University of Science and Technology - School of Business, East China University of Science and Technology (ECUST), Stock Exchange of Shenzhen and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 59 (368,184)

Abstract:

Loading...

trading strategies, stylized facts, Shenzhen Stock Exchange of China, investment performance, illusion of control, trading frequency, arbitrage opportunities

16.

Universal Price Impact Functions of Individual Trades in an Order-Driven Market

Number of pages: 17 Posted: 05 May 2008
Wei-Xing Zhou
East China University of Science and Technology - School of Business
Downloads 46 (411,489)
Citation 7

Abstract:

Loading...

Econophysics; Price impact function; Price-volume relation; Scaling laws; Data collapsing

17.

Weekly Idiosyncratic Risk Metrics and Idiosyncratic Momentum: Evidence from the Chinese Stock Market

Number of pages: 26 Posted: 08 Nov 2019
Huai-long Shi and Wei-Xing Zhou
Nanjing University of Information Science & Technology and East China University of Science and Technology - School of Business
Downloads 13 (576,845)

Abstract:

Loading...

Momentum effect, Contrarian effect, Idiosyncratic risk, Chinese stock market