Complexity / 2020 / Article / Tab 9

Research Article

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

Table 9

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

SME-YSISSE50-YSICSI300-YSIGME-YSI
ShortLongShortLongShortLongShortLong

−102.0941.1132.0791.1882.1351.1772.1881.165
−92.0781.1042.0651.1802.1211.1672.1711.157
−82.0591.0932.0481.1702.1031.1562.1511.147
−72.0341.0812.0261.1592.0801.1422.1241.136
−62.0021.0651.9961.1452.0501.1252.0891.123
−51.9591.0481.9551.1282.0091.1052.0431.108
−41.8961.0291.8951.1071.9481.0831.9771.092
−31.8001.0131.8021.0831.8531.0591.8751.076
−21.6431.0071.6451.0581.6901.0391.7091.064
−11.3911.0231.3821.0391.4141.0331.4401.061
01.0901.0481.0381.0301.0631.0391.1151.060
10.8741.0440.7690.9990.7981.0190.8861.039
20.7461.0090.6270.9450.6520.9720.7580.997
30.6670.9680.5550.8930.5710.9260.6830.951
40.6160.9320.5140.8500.5220.8880.6350.911
50.5810.9020.4880.8160.4880.8580.6010.880
60.5550.8780.4690.7890.4640.8350.5760.855
70.5350.8600.4550.7680.4460.8160.5570.835
80.5190.8450.4440.7510.4310.8010.5420.820
90.5070.8330.4350.7370.4190.7880.5300.807
100.4970.8230.4270.7260.4090.7780.5200.797
1.5970.2901.6520.4621.7260.3991.6680.368

This table reports the short-term and long-term scaling exponents between the returns volatility 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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