Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
2018 | A clustering-based portfolio strategy incorporating momentum effect and market trend prediction | Ya-Nan Lu; Sai-Ping Li; Li-Xin Zhong; Xiong-Fei Jiang; Fei Ren | Chaos, Solitons and Fractals 117, 1-15 | | | |
2016 | Bubbles are Departures from Equilibrium Housing Markets: Evidence from Singapore and Taiwan | Darrell Jiajie Tay; Chung-I Chou; Sai-Ping Li; Shang You Tee; Siew Ann Cheong | PLoS One 11(11): e0166004 | | | |
2015 | Characteristics of Venture Capital Network and Its Correlation with Regional Economy: Evidence from China | Yonghong Jin; Qi Zhang; Lifei Shan; Sai-Ping Li | PLoS One 0137172 | | | |
2016 | Correlation between Agricultural Markets in Dynamic Perspective-Evidence from China and the U.S. Futures Markets | Rui-Lin Jia; Dong-Hua Wang; Jing-Qing Tu; Sai-Ping Li | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A464(2016)83-92 | | | |
2018 | Currency Co-movement and Network Correlation Structure of Foreign Exchange Market | Yong Mai; Huan Chen; Jun-Zhong Zou; Sai-Ping Li | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 492, 65-74 | | | |
2017 | Dynamic portfolio strategy using clustering approach | Fei Ren; Ya-Nan Lu; Sai-Ping Li; Xiong-Fei Jiang; Li-Xin Zhong; Tian Qiu | PLoS One 12(1): e0169299 | | | |
2018 | Finite Sample Corrections for Parameters Estimation and Significance Testing | Boon Kin Teh; Darrell Jia Jie Tay; Sai-Ping Li; Siew Ann Cheong | Frontiers in Applied Mathematics and Statistics 4 | | | |
2017 | Information spreading on mobile communication networks: A new model that incorporates human behaviors | Fei Ren; Sai-Ping Li; Chuang Liu | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 469, 334-341 | | | |
2016 | IPO market cycles and expansion curse: Evidence from Chinese IPO market | Yonghong Jin; Jianbang Guo; Xiaozhou Zhou; Sai-Ping Li | Investment Analysts Journal 45, S46-S62 | | | |
2015 | Profitability of simple technical trading rules of Chinese stock exchange indexes | Hong Zhu; Zhi-Qiang Jiang; Sai-Ping Li; Wei-Xing Zhou | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A439, 75-84 | | | |
2016 | Renyi indices of financial minimum spanning trees | Chun-Xiao Nie; Fu-Tie Song; Sai-Ping Li | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A444, 883-889 | | | |
2015 | Testing the performance of technical trading rules in the Chinese markets based on superior predictive test | Shan Wang; Zhi-Qiang Jiang; Sai-Ping Li; Wei-Xing Zhou | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A439, 114-123 | | | |
2016 | The lead-lag relationship between stock index and stock index futures: a thermal optimal path method | Chen-Chen Gong; Shen-Dan Ji; Li-Ling Su; Sai-Ping Li; Fei Ren | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A444, 63-72 | | | |
2017 | The Lead-Lag Relationship between the Spot and Futures Markets in China | Dong-Hua Wang; Jing-Qing Tu; Xiao-Hui Chang; Sai-Ping Li | QUANTITATIVE FINANCE 17(9), 1447-1456 | | | |
2016 | Topological Properties and Community Detection of Venture Capital Network: Evidence from China | Yonghong Jin; Qi Zhang; Sai-Ping Li | Physica A A442, 300-311 | | | |