Quantifying the Cross-Correlations between Online Market Participation Willingness and Stock Market Dynamics

Figure 16

The time-varying scaling exponents for Chinese stock market volatility and market participation willingness when window size is 250 days. (a) SME-YSI. (b) SSE50-YSI. (c) CSI300-YSI. (d) GEM-YSI.

(a)

(b)

(c)

(d)