Search Results for author: Xiaoling Tan

Found 1 papers, 0 papers with code

The illiquidity network of stocks in China's market crash

no code implementations4 Apr 2020 Xiaoling Tan, Jichang Zhao

By counting the days with random failures in the previous five days, an early signal is implemented to successfully predict more than half of the crash days, especially consecutive days in the early phase.

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