Can-Zhong Yao - Publications, H-index & Citations

姚灿中 (Can-Zhong Yao)

south china university of technology

14H指数

56论文数

682被引数

收录论文 15

发表时间

Volatility spillovers and network-based risk transmission in global stock markets: A multi-scale analysis 全球股票市场的波动溢出效应与基于网络的风险传导：多尺度分析

International Review of Economics & Finance

IF5.6

2026-08-20

OAAI

Can-Zhong Yao; Yan-Li Li

Scale-dependent capital flows and systemic risk: Multifractal evidence from Mainland China–Hong Kong Stock Connect 尺度依赖的资本流动与系统性风险：来自 mainland China–Hong Kong Stock Connect 的多重分形证据

International Review of Economics & Finance

IF5.6

2026-05-05

OAAI

Can-Zhong Yao; Hao Jiang

Northbound capital flows and A-share returns: Time-varying dependence and feedback effects 北向资本流动与A股回报：时变依赖关系与反馈效应

International Review of Financial Analysis

IF9.8

2026-03-16

PREAI

Can-Zhong Yao; Hao Jiang

Structural evolution of industry association networks in Chinese stock market under major event shocks: A comparative analysis of two crises based on partial Granger causal networks 中国股票市场中行业关联网络在重大事件冲击下的结构演化：基于部分格兰杰因果网络的两场危机比较分析

International Review of Financial Analysis

IF9.8

2025-09-13

PREAI

Can-Zhong Yao; Yan-Li Li

Investigating Market Efficiency and Investor Behavior on Internet Money Fund Platforms via Asymmetric Multifractal Methods 通过非对称多重分形方法研究互联网货币基金平台上的市场效率与投资者行为

FLUCTUATION AND NOISE LETTERS

IF0.9

2025-09-01

PREAI

Yao, Can-Zhong; Mo, Yi-Na; Jiang, Hao

GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2023-05-01

PREAI

Yao, Can-Zhong; Li, Min-Jian

A study on interplatform competition based on a Lotka-Volterra competition model focusing on network externality

ELECTRONIC COMMERCE RESEARCH AND APPLICATIONS

IF6.3

2022-11-01

PREAI

Yao, Can-Zhong; Mo, Yi-Na; Zhang, Ze-Kun

A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2021-11-01

PREAI

Yao, Can-Zhong; Mo, Yi-Na; Zhang, Ze-Kun

A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2021-01-01

PREAI

Yao, Can-Zhong; Li, Hong-Yu

Time-varying lead-lag structure between investor sentiment and stock market 投资者情绪与股票市场的时变超前滞后结构

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2020-04-01

PREAI

Yao, Can-Zhong; Li, Hong-Yu

The study on the tail dependence structure between the economic policy uncertainty and several financial markets

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2018-07-01

PREAI

Yao, Can-Zhong; Sun, Bo-Yi

Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2017-11-01

PREAI

Yao, Can-Zhong; Lin, Qing-Wen

A study of human mobility behavior dynamics: A perspective of a single vehicle with taxi

TRANSPORTATION RESEARCH PART A-POLICY AND PRACTICE

IF6.8

2016-05-01

PREAI

Yao, Can-Zhong; Lin, Ji-Nan

MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS FOR LARGE-SCALE WAREHOUSE-OUT BEHAVIORS

FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY

IF2.9

2015-12-10

PREAI

Yao, Can-Zhong; Lin, Ji-Nan; Zheng, Xu-Zhou

FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY

IF2.9

2014-05-15

PREAI

Yao, Can-Zhong

研究方向