Complexity / 2020 / Article / Tab 7

Research Article

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

Table 7

Results of the short-term and long-term scaling exponents for Chinese stock market returns.

SME-YSISSE50-YSICSI300-YSIGME-YSI
ShortLongShortLongShortLongShortLong

−100.6920.8510.6660.9910.6531.0410.7070.926
−90.6840.8430.6590.9820.6461.0320.6960.918
−80.6740.8340.6510.9710.6371.0220.6840.908
−70.6620.8210.6410.9570.6281.0080.6690.895
−60.6490.8050.6290.9380.6160.9910.6520.878
−50.6320.7830.6170.9140.6030.9670.6310.855
−40.6120.7520.6020.8810.5890.9320.6060.822
−30.5900.7080.5850.8320.5730.8820.5790.773
−20.5660.6480.5690.7630.5590.8080.5530.700
−10.5450.5720.5570.6710.5490.7070.5310.601
00.5280.4870.5470.5650.5410.5920.5190.491
10.5160.4080.5330.4680.5290.48890.5120.395
20.5020.3430.5090.3940.5060.4120.5040.327
30.4850.2950.4750.3410.4740.3600.4910.285
40.4660.2610.4390.3060.4420.3250.4760.257
50.4480.2370.4070.2810.4120.3010.4600.239
60.4320.2190.3790.2620.3860.2830.4450.225
70.4170.2050.3570.2480.3660.2690.4320.215
80.4040.1940.3380.2370.3490.2580.4210.207
90.3940.1860.3230.2280.3350.2490.4110.199
100.3840.1790.3110.2210.3230.2420.4020.194
0.3080.6720.3550.7700.3300.7990.3050.732

This table reports the short-term and long-term scaling exponents between the returns of four stock market indices and market participation willingness with varying from −10 to 10. is the multifractality degree. “Short” denotes and “Long” denotes .

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