Skip navigation
  • 中文
  • English

DSpace CRIS

  • DSpace logo
  • Home
  • Organizations
  • Researchers
  • Research Outputs
  • Projects
  • Explore by
    • Organizations
    • Researchers
    • Research Outputs
    • Projects
  • Academic & Publications
  • Sign in
  • 中文
  • English
  1. Scholars Hub of the Academia Sinica
  2. Research Outputs

Browsing by Author Sai-Ping Li


Jump to:
0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Showing results 1 to 15 of 15
Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
2018A clustering-based portfolio strategy incorporating momentum effect and market trend predictionYa-Nan Lu; Sai-Ping Li; Li-Xin Zhong; Xiong-Fei Jiang; Fei RenChaos, Solitons and Fractals 117, 1-15
2016Bubbles are Departures from Equilibrium Housing Markets: Evidence from Singapore and TaiwanDarrell Jiajie Tay; Chung-I Chou; Sai-Ping Li; Shang You Tee; Siew Ann CheongPLoS One 11(11): e0166004
2015Characteristics of Venture Capital Network and Its Correlation with Regional Economy: Evidence from ChinaYonghong Jin; Qi Zhang; Lifei Shan; Sai-Ping LiPLoS One 0137172
2016Correlation between Agricultural Markets in Dynamic Perspective-Evidence from China and the U.S. Futures MarketsRui-Lin Jia; Dong-Hua Wang; Jing-Qing Tu; Sai-Ping LiPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A464(2016)83-92
2018Currency Co-movement and Network Correlation Structure of Foreign Exchange MarketYong Mai; Huan Chen; Jun-Zhong Zou; Sai-Ping LiPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 492, 65-74
2017Dynamic portfolio strategy using clustering approachFei Ren; Ya-Nan Lu; Sai-Ping Li; Xiong-Fei Jiang; Li-Xin Zhong; Tian QiuPLoS One 12(1): e0169299
2018Finite Sample Corrections for Parameters Estimation and Significance TestingBoon Kin Teh; Darrell Jia Jie Tay; Sai-Ping Li; Siew Ann CheongFrontiers in Applied Mathematics and Statistics 4
2017Information spreading on mobile communication networks: A new model that incorporates human behaviorsFei Ren; Sai-Ping Li; Chuang LiuPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 469, 334-341
2016IPO market cycles and expansion curse: Evidence from Chinese IPO marketYonghong Jin; Jianbang Guo; Xiaozhou Zhou; Sai-Ping LiInvestment Analysts Journal 45, S46-S62
2015Profitability of simple technical trading rules of Chinese stock exchange indexesHong Zhu; Zhi-Qiang Jiang; Sai-Ping Li; Wei-Xing ZhouPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A439, 75-84
2016Renyi indices of financial minimum spanning treesChun-Xiao Nie; Fu-Tie Song; Sai-Ping LiPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A444, 883-889
2015Testing the performance of technical trading rules in the Chinese markets based on superior predictive testShan Wang; Zhi-Qiang Jiang; Sai-Ping Li; Wei-Xing ZhouPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A439, 114-123
2016The lead-lag relationship between stock index and stock index futures: a thermal optimal path methodChen-Chen Gong; Shen-Dan Ji; Li-Ling Su; Sai-Ping Li; Fei RenPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS A444, 63-72
2017The Lead-Lag Relationship between the Spot and Futures Markets in ChinaDong-Hua Wang; Jing-Qing Tu; Xiao-Hui Chang; Sai-Ping LiQUANTITATIVE FINANCE 17(9), 1447-1456
2016Topological Properties and Community Detection of Venture Capital Network: Evidence from ChinaYonghong Jin; Qi Zhang; Sai-Ping LiPhysica A A442, 300-311
Showing results 1 to 15 of 15
Explore by
  • Academic & Publications
  • Organizations
  • Researchers
  • Research Outputs
  • Projects
Build with DSpace-CRIS - Extension maintained and optimized by Logo 4SCIENCE Feedback