Complexity / 2020 / Article / Tab 8

Research Article

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

Table 8

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

SME-YSISSE50-YSICSI300-YSIGME-YSI
ShortLongShortLongShortLongShortLong

−100.8700.6060.9160.7560.9800.7550.8840.541
−90.8630.5960.9070.7470.9690.7460.8760.533
−80.8550.5850.8980.7360.9550.7360.8680.523
−70.8450.5720.8860.7220.9390.7230.8590.512
−60.8340.5550.8720.7050.9190.7070.8470.498
−50.8220.5340.8560.6850.8940.6880.8340.482
−40.8080.5070.8380.6590.8680.6640.8180.461
−30.7920.4760.8160.6290.8370.6350.8000.438
−20.7740.4410.7930.5960.8050.6020.7800.412
−10.7550.4070.7680.5630.7740.5700.7580.387
00.7340.3780.7430.5340.7450.5420.7340.365
10.7110.3590.7160.5110.7190.5190.7090.349
20.6860.3480.6890.4930.6950.4990.6840.338
30.6630.3420.6640.4780.6720.4820.6610.332
40.6410.3390.6390.4660.6490.4670.6390.328
50.6210.3370.6190.4550.6290.4540.6200.327
60.6030.3350.6010.4460.6120.4430.6040.326
70.5890.3340.5860.4380.5960.4330.5890.325
80.5760.3330.5730.4310.5830.4240.5770.324
90.5660.3310.5630.4250.5710.4160.5670.324
100.5570.3300.5540.4190.5610.4090.5570.323
0.3130.2760.3620.3370.4190.3460.3270.218

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

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