The cross-correlation between the China Securities Index 300 (CSI 300) index futures and the spot markets based on high-frequency data is discussed in this paper. We empirically analyze the cross-correlation by using the multifractal detrended cross-correlation analysis (MF-DCCA), and...

Water shortage emerges and restricts the urban construction and the socio-economy development due to the rapid expansion of the cities throughout the world. Recently treated wastewater reuse, including rainwater collection and utilization, and seawater desalination, etc., has been put in...

Water resources management has been of concern for many researchers since the contradiction between increased water demand and decreased water supply has become obvious. In the real world, water resources systems usually have complexities among social, economic, natural resources and...

There exists a widely held belief that informed investors manipulate stock prices prior to seasoned equity offerings (SEO). Contrary to this assertion, a model is developed, which demonstrates there is significant evidence that informed investors not to manipulate trading prior to a SEO....

In this paper, we reexamine the mutual fund flow-performance relationship and star effect using mutual funds in China that have unique features of high risk and low performance persistence. Confirming prior studies, we find that fund performance is positively related to flows in subsequent...

The Term Securities Lending Facility (TSLF) lent $2.3 trillion worth of general collateral to 18 investment houses in exchange for riskier securities. Treasury collateral was in high demand in 2008 and 2009 as repo markets shunned lower quality collateral. This paper finds a negative and...

Community structure is an important feature in many real-world networks, which can help us understand structure and function in complex networks better. In recent years, there have been many algorithms proposed to detect community structure in complex networks. In this paper, we try to detect...