Modern wireless communication systems requires an effecient use of the spectrum. Here we introduce the use of Permutation Codes (PC) as a combined source coding and channel modulation system using M-ary phase shift keying as the modulation formats. We combine the features of a Permutation Code ...
Hence, the amount of research on Chinese social media analysis is limited and the number of research articles on using the textual analysis results to predict the stock market in China is even lower. Fortunately, more researchers have started to conduct Chinese textual analysis in the recent ...
The emergence of a stock market in China only occurred a decade ago and it remains something of an unknown quantity to many observers and traders outside of the country. This book provides an extensive historical and empirical analysis of the Chinese stock-market, the development of which is ...
Jian Yan.Market Segmentation and Information Asymmetry in Chinese Stock Markets:A VAR Analysis.The Financial Review. 2003Jian Yan.Market Segmentation and Information Asymmetry in Chinese Stock Markets:A VAR Analysis. The Financial Review . 2003
ThispsychoanalyticaldimensiontofinancialmarketanalysisisproposedbyTafflerandTuckett(2005).Theyarguethatduringthedotassetpricingbubble,investors’tradingactivitiesinvolvedemotion,especiallyinalargegroup,whichunconsciouslyinfluencedtheirinvestmentjudgementsandleddotstockpricestodepartfromunderlyingfundamentalvalueinamajorway.Theyexpla...
Incorporating textual network improves Chinese stock market analysis This study adopts the textual network to describe the coordination among the interplay of words, where nodes represent words and nodes are connected if the... Y Li - 《Scientific Reports》 被引量: 0发表: 2020年 Cross-correlation...
effectoccursindailypricereturnseries.Moreover,the positiverelationshipandbi-directionlinearGrangercausalityaremaintainedbetweenpricereturns andvolume.ThereexistsvolatilityasymmetryinChinesestockmarkets.Bycomparingtheimpact ofTARCH(thresholdautoregressiveconditionalheteroskedasticity)andEGARCH(exponentialgen- eralized...
and investigates the relation between the components and liquidity trade size.The paper also examines intra-day patterns of the components.These researches reflect some characteristics of the Chinese stock market microstructure.It is very important for the supervision of market and re-adjusting trading ...
Similar to the Japanese market, recent studies focussed on the herding behaviour of the Chinese stock market (Chiang, Li, & Tan, 2010; Yao, Ma, & He, 2014). Analysis of stock market behaviour appears to be limited to single markets. A cross-country comparison between the Japanese and ...
Efficient Markets Hypothesis is an important problem to measure the distribution of stock market information,the information transmission mechanism, the transparency of transactions and the degree of standardization. In the framework of quantile regression, the empirical results are based on daily returns ...