[1] |
Donner R V, Small M, Donges J F, Marwan N, Zou Y, Xiang R X and Kurths J 2011 Int. J. Bifurcat. Chaos 21 1019
doi: 10.1142/S0218127411029021
|
[2] |
Zhang J, Luo X and Small M 2006 Phys. Rev. E 73 016216
doi: 10.1103/PhysRevE.73.016216
|
[3] |
Zhang J, Sun J F, Luo X D, Zhang K, Nakamura T and Small M 2008 Physica D 237 2856
doi: 10.1016/j.physd.2008.05.008
|
[4] |
Marwan N, Donges J F, Zou Y, Donner R V and Kurths J 2009 Phys. Lett. A 373 4246
doi: 10.1016/j.physleta.2009.09.042
|
[5] |
Gao Z K and Jin N D 2009 Chaos 19 033137
doi: 10.1063/1.3227736
|
[6] |
Eroglu D, Marwan N, Prasad S and Kurths J 2014 Nonlinear Proc. Geoph. 21 1085
doi: 10.5194/npg-21-1085-2014
|
[7] |
Xu X K, Zhang J and Small M 2008 Proc. Natl. Acad. Sci. USA 105 19601
doi: 10.1073/pnas.0806082105
|
[8] |
Lacasa L, Luque B, Ballesteros F, Luque J and Nuño J C 2008 Proc. Natl. Acad. Sci. USA 105 4972
doi: 10.1073/pnas.0709247105
|
[9] |
Lacasa L, Luque B, Luque J and Nuno J C 2009 Europhys. Lett. 86 30001
doi: 10.1209/0295-5075/86/30001
|
[10] |
Luque B, Lacasa L, Ballesteros F J and Luque J 2009 Phys. Rev. E 80 046103
doi: 10.1103/PhysRevE.80.046103
|
[11] |
Luque B, Lacasa L, Ballesteros F J and Robledo A 2012 Chaos 22 013109
doi: 10.1063/1.3676686
|
[12] |
Yu L 2013 Physica A 392 3374
doi: 10.1016/j.physa.2013.03.063
|
[13] |
Zhuang E Y, Small M and Feng G 2014 Physica A 410 483
doi: 10.1016/j.physa.2014.05.058
|
[14] |
Shirazi A H, Jafari G R, Davoudi J, Peinke J, Tabar M R R and Sahimi M 2009 J. Stat. MechTheory E 7 P07046
|
[15] |
Campanharo A S L O, Sirer M I, Malmgren R D, Ramos F M and Amaral L A N 2011 Plos One 6 e23378
|
[16] |
Zhao Y, Weng T F and Ye S K 2014 Phys. Rev. E 90 012804
doi: 10.1103/PhysRevE.90.012804
|
[17] |
Yang Y and Yang H 2008 Physica A 387 1381
doi: 10.1016/j.physa.2007.10.055
|
[18] |
Yue Y, Wang J, Yang H and Mang J S 2009 Physica A 388 4431
doi: 10.1016/j.physa.2009.07.016
|
[19] |
Pang M B and Huang Y M 2018 Chin. Phys. B 27 118902
doi: 10.1088/1674-1056/27/11/118902
|
[20] |
Chen D, Shi D D and Pan G J 2019 Acta Phys. Sin. 68 118901 (in Chinese)
|
[21] |
Wu L R, Li J J and Qi J Y 2019 Acta Phys. Sin. 68 078901 (in Chinese)
|
[22] |
Wang N, Li D and Wang Q 2012 Physica A 391 6543
doi: 10.1016/j.physa.2012.07.054
|
[23] |
Sias R W 2004 Rev. Financ. Stud. 17 165
doi: 10.1093/rfs/hhg035
|
[24] |
Barber B, Odean T and Zhu N 2009 Rev. Financ. Stud. 22 151
doi: 10.1093/rfs/hhn035
|
[25] |
Gontis V, Havlin S, Kononovicius A, Podobnik B and Stanley H E 2016 Physica A 462 1091
doi: 10.1016/j.physa.2016.06.143
|
[26] |
Kremer S and Nautz D 2013 J. Bank. Financ. 37 1676
doi: 10.1016/j.jbankfin.2012.12.006
|
[27] |
Galariotis E C, Rong W and Spyrou S I 2015 J. Bank. Financ. 50 589
doi: 10.1016/j.jbankfin.2014.03.014
|
[28] |
Chiang T C and Zheng D 2010 J. Bank. Financ. 34 1911
doi: 10.1016/j.jbankfin.2009.12.014
|
[29] |
Bikhchandani S and Sharma S 2000 IMF Staff Papers 47 279
|
[30] |
Gervais S and Odean T 2001 Rev. Financ. Stud. 14 1
|
[31] |
Park A and Sabourian H 2011 Econometrica 79 973
doi: 10.3982/ECTA8602
|
[32] |
Blasco N, Corredor P and Ferreruela S 2012 Quantum Finance 12 311
doi: 10.1080/14697688.2010.516766
|
[33] |
Hoelzl E and Rustichini A 2005 Econ. J. 115 305
doi: 10.1111/j.1468-0297.2005.00990.x
|
[34] |
Benoȋt J P and Dubra J 2011 Econometrica 79 1591
doi: 10.3982/ECTA8583
|
[35] |
Barber B and Odean T 2001 Quart. J. Econ. 116 261
doi: 10.1162/003355301556400
|
[36] |
Chuang W I and Susmel R 2011 J. Bank. Financ. 35 1626
doi: 10.1016/j.jbankfin.2010.11.013
|
[37] |
Odean T 1998 J. Financ. 53 1887
doi: 10.1111/0022-1082.00078
|
[38] |
Daniel K, Hirshleifer D and Subrahmanyam A 1998 J. Financ. 53 1839
doi: 10.1111/0022-1082.00077
|
[39] |
Hirshleifer D, Subrahmanyam A and Titman S 1994 J. Financ. 49 1665
doi: 10.1111/j.1540-6261.1994.tb04777.x
|
[40] |
Jegadeesh N and Kim W 2010 Rev. Financ. Stud. 23 901
doi: 10.1093/rfs/hhp093
|
[41] |
Tauchen G E and Pitts M 1983 Econometrica 51 485
doi: 10.2307/1912002
|
[42] |
Lux T 1995 Econ. J. 105 881
doi: 10.2307/2235156
|
[43] |
Yook S H, Jeong H, Barabási A L and Tu Y 2001 Phys. Rev. Lett. 86 5835
doi: 10.1103/PhysRevLett.86.5835
|
[44] |
Zheng B, Ren F, Trimper S and Zheng D F 2004 Physica A 343 653
doi: 10.1016/j.physa.2004.06.135
|
[45] |
Avery C and Zemsky P 1998 Amer. Econ. Rev. 88 724
|
[46] |
Statman M, Thorley S and Vorkink K 2006 Rev. Financ. Stud. 19 1531
doi: 10.1093/rfs/hhj032
|
[47] |
Karpoff J M 1987 J. Financ. Quant. Anal. 22 109
doi: 10.2307/2330874
|