Complexity / 2020 / Article / Tab 6

Research Article

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

Table 6

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

SME-YSISSE50-YSICSI300-YSIGME-YSI

−101.1291.1891.1901.169
−91.1201.1811.1811.161
−81.1091.1711.1691.152
−71.0971.1591.1541.141
−61.0811.1451.1371.128
−51.0641.1271.1171.113
−41.0441.1061.0931.096
−31.0261.0821.0681.079
−21.0181.0561.0461.066
−11.0281.0371.0371.060
01.0471.0271.0391.056
0.0820.1620.1610.113
11.0370.9961.0151.032
21.0010.9420.9670.988
30.9590.8890.9200.943
40.9230.8460.8820.903
50.8930.8120.8520.872
60.8690.7850.8280.847
70.8510.7630.8090.827
80.8360.7460.7940.812
90.8240.7330.7820.799
100.8140.7220.7710.789
0.2230.2740.2440.243

This table reports the MF-DCCA scaling exponent between the volatility 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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