Complexity / 2020 / Article / Tab 4

Research Article

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

Table 4

Results of the MF-DCCA scaling exponent for Chinese stock market returns.

SME-YSISSE50-YSICSI300-YSIGME-YSI

−100.6960.7160.7170.763
−90.6860.7070.7060.753
−80.6740.6960.6940.741
−70.6590.6830.6790.727
−60.6430.6680.6620.709
−50.6220.6510.6420.688
−40.5980.6320.6200.663
−30.5720.6130.5980.633
−20.5470.5970.5800.599
−10.5270.5890.5730.563
00.5150.5870.5750.527
0.1810.1290.1420.236
10.4990.5780.5730.491
20.4860.5520.5530.457
30.4710.5170.5220.424
40.4540.4800.4890.395
50.4390.4480.4600.370
60.4260.4210.4360.349
70.4140.3980.4160.331
80.4040.3810.4000.316
90.3950.3660.3880.304
100.3830.3540.3770.294
0.1160.2240.1960.197

This table reports the MF-DCCA scaling exponent between the returns of four stock market indices and market participation willingness with varying from −10 to 10. The symbol denotes the degree of multifractality for the large and small fluctuations of the returns and YSI.

We are committed to sharing findings related to COVID-19 as quickly as possible. We will be providing unlimited waivers of publication charges for accepted research articles as well as case reports and case series related to COVID-19. Review articles are excluded from this waiver policy. Sign up here as a reviewer to help fast-track new submissions.