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Dynamic network topology and market performance: A case of the Chinese stock market 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020, 页码: 17
Authors:  Huang, Chuangxia;  Zhao, Xian;  Su, Renli;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:77/0  |  Submit date:2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
基于杠杆效应和结构突变的HAR族模型及其对股市波动率的预测研究 期刊论文
系统工程理论与实践, 2020, 卷号: 40.0, 期号: 005, 页码: 1113-1133
Authors:  龚旭;  曹杰;  文凤华;  杨晓光
Favorite  |  View/Download:99/0  |  Submit date:2021/01/14
HAR-RV模型  杠杆效应  结构突变  ICSS算法  MCS检验  
个体投资者情绪与股票价格行为的互动关系研究 期刊论文
中国管理科学, 2020, 卷号: 000, 期号: 003, 页码: 191-200
Authors:  黄创霞;  温石刚;  杨鑫;  文凤华;  杨晓光
Favorite  |  View/Download:39/0  |  Submit date:2021/01/14
投资者情绪  SO-LNPMI算法  格兰杰因果检验  
奈特不确定下考虑逆向选择的最优动态契约设计 期刊论文
系统工程理论与实践, 2020, 卷号: 40, 期号: 9, 页码: 2302-2313
Authors:  闫理坦;  费晨;  余鹏;  费为银;  杨晓光
Favorite  |  View/Download:121/0  |  Submit date:2021/01/14
sublinear expectation  moral hazard  adverse selection  temptation value process  incomplete contract theory  Knightian uncertainty  次线性期望  道德风险  逆向选择  诱惑价值过程  不完全契约理论  奈特不确定  
投资者情绪的不对称性及其原因--来自中国市场的实证 期刊论文
系统科学与数学, 2020, 卷号: 40.0, 期号: 004, 页码: 612-633
Authors:  陆昌;  刘洋;  杨晓光
Favorite  |  View/Download:131/0  |  Submit date:2021/01/14
隔夜收益率  投资者情绪  不对称性  处置效应  
沪深300股指期现货市场时变信息溢出因果检验-基于时变DCC-GARCH-Hong方法和LRSM断点检验 期刊论文
系统科学与数学, 2020, 卷号: 40, 期号: 11, 页码: 1901-1917
Authors:  朱莉;  陈占寿;  刘向丽;  杨晓光
Favorite  |  View/Download:47/0  |  Submit date:2021/04/26
Stock index futures  information spillover  time-varying DCC-GARCH-Hong causality test  LRSM breakpoint test  股指期货  信息溢出  时变DCC-GARCH-Hong因果检验  LRSM断点检验  
The influencing mechanism of multi-factors on green investments: A hybrid analysis 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2019, 卷号: 239, 页码: 12
Authors:  Du, Helen S.;  Zhan, Baoqiang;  Xu, Jiahong;  Yang, Xiaoguang
Favorite  |  View/Download:68/0  |  Submit date:2020/01/10
Green investments  Multi-factors  LDA topic model  Spatial econometric  
Dynamic matching pennies on networks 期刊论文
INTERNATIONAL JOURNAL OF GAME THEORY, 2019, 卷号: 48, 期号: 3, 页码: 887-920
Authors:  Cao, Zhigang;  Qin, Cheng-zhong;  Yang, Xiaoguang;  Zhang, Boyu
Favorite  |  View/Download:67/0  |  Submit date:2020/01/10
Network games  Matching pennies  Coordination  Anti-coordination  Best response dynamic  
How Group Cohesion Promotes the Emergence of Cooperation in Public Goods Game Under Conditional Dissociation 期刊论文
JASSS-THE JOURNAL OF ARTIFICIAL SOCIETIES AND SOCIAL SIMULATION, 2019, 卷号: 22, 期号: 3, 页码: 19
Authors:  Qu Xinglong;  Cao Zhingang;  Yang Xiaoguang;  The Anh Han
Favorite  |  View/Download:74/0  |  Submit date:2020/01/10
Group Cohesion  Public Goods Game  Cooperation Emergence  Conditional Dissociation  Positive Assortment  
Ordinally symmetric games 期刊论文
OPERATIONS RESEARCH LETTERS, 2019, 卷号: 47, 期号: 2, 页码: 127-129
Authors:  Cao, Zhigang;  Yang, Xiaoguang
Favorite  |  View/Download:57/0  |  Submit date:2020/01/10
Symmetric games  Ordinally symmetric games  Potential games