Complexity / 2020 / Article / Tab 5

Research Article

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

Table 5

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

SME-YSISSE50-YSICSI300-YSIGME-YSI

−100.8590.9090.9680.878
−90.8530.9010.9560.871
−80.8450.8910.9430.862
−70.8350.8790.9260.852
−60.8240.8650.9070.841
−50.8120.8490.8830.827
−40.7980.8290.8560.812
−30.7820.8070.8250.793
−20.7640.7830.7920.772
−10.7450.7580.7620.749
00.7240.7320.7330.725
0.1350.1770.2350.153
10.7010.7050.7070.700
20.6770.6780.6830.675
30.6530.6530.6590.652
40.6320.6290.6380.631
50.6120.6080.6190.612
60.5950.5910.6010.595
70.5810.5760.5850.581
80.5680.5630.5720.569
90.5580.5530.5610.559
100.5490.5440.5510.549
0.1520.1610.1560.151

This table reports the MF-DCCA scaling exponent between the volume 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.

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