Publications

Results 1-3 of 3 (Search time: 0.001 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
12019Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock marketMing-Yuan Yang; Sai-Ping Li ; Yue Wu; Jingtai Tang; Fei RenFINANCE RESEARCH LETTERS 29, 117-124
22019Portfolio Optimization based on Network TopologyYan Li; Xiong-Fei Jiang; Yue Tian; Sai-Ping Li ; Bo ZhengPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 515, 671-681
32019Dynamic lead-lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock marketsFei Ren; Shen-Dan Ji; Mei-Ling Cai; Sai-Ping Li ; Xiong-Fei JiangPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 513, 709-723