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Voter interacting systems applied to Chinese stock markets

Wang, Tiansong; Wang, Jun; Zhang, Junhuan; Fang, Wen - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 11, pp. 2492-2506

Applying the theory of statistical physics systems – the voter model, a random stock price model is modeled and studied in this paper, where the voter model is a continuous time Markov process. In this price model, for the different parameters values of the intensity λ, the lattice dimension...

Persistent link: https://www.econbiz.de/10011051028

Vulnerability of scale-free cryptocurrency networks to double-spending attacks

Zhang, Junhuan; Xu, Yuqian; Houser, Daniel - In: The European journal of finance 27 (2021) 12, pp. 1235-1249

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Option hedging using LSTM-RNN : an empirical analysis

Zhang, Junhuan; Huang, Wenjun - In: Quantitative finance 21 (2021) 10, pp. 1753-1772

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Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders

Zhang, Junhuan; McBurney, Peter; Musial, Katarzyna - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 301-352

Persistent link: https://www.econbiz.de/10011979118

Drinking into friends : alcohol drinking culture and CEO social connections

Wang, Jianxin; Huang, Cailing; Xu, Lin; Zhang, Junhuan - In: Journal of economic behavior & organization : JEBO 212 (2023), pp. 982-995

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Modeling market fluctuations under investor sentiment with a Hawkes-Contact process

Zhang, Junhuan; Wen, Jiaqi; Chen, Jing - In: The European journal of finance 29 (2023) 1, pp. 17-32

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Multi-asset pricing modeling using holding-based networks in energy markets

Wang, Wentao; Zhao, Shangmei; Zhang, Junhuan - In: Finance research letters 46 (2022) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10013342694

Are Chinese markets for manufactured products more competitive than in the US? : a comparison of China-US industrial concentration ratios

Wang, Jun; Whalley, John - 2014

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The cost of multiple large shareholders

Cai, Charlie X.; Hillier, David; Wang, Jun - In: Financial management 45 (2016) 2, pp. 401-430

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Critical success criteria for B2B e-commerce systems in Chinese medical supply chain

Wang, Chengbo; Mao, Zhaofang; Johansen, John; Luxhøj, … - In: International journal of logistics : research and … 19 (2016) 2, pp. 105-124

Persistent link: https://www.econbiz.de/10011487792