{"id":"https://openalex.org/W2897026319","doi":"https://doi.org/10.1016/j.iref.2018.10.005","title":"Black swan events in China's stock markets: Intraday price behaviors on days of volatility","display_name":"Black swan events in China's stock markets: Intraday price behaviors on days of volatility","publication_year":2018,"publication_date":"2018-10-10","ids":{"openalex":"https://openalex.org/W2897026319","doi":"https://doi.org/10.1016/j.iref.2018.10.005","mag":"2897026319"},"language":"en","primary_location":{"id":"doi:10.1016/j.iref.2018.10.005","doi":"https://doi.org/10.1016/j.iref.2018.10.005","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2018.10.005","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Review of Economics & Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101953133","display_name":"Wen\u2010Yuan Lin","orcid":"https://orcid.org/0000-0003-3114-2792","observed_orcids":["https://orcid.org/0000-0003-3114-2792"]},"institutions":[{"id":"https://openalex.org/I25254941","display_name":"Beijing Normal University","ror":"https://ror.org/022k4wk35","country_code":"CN","type":"education","lineage":["https://openalex.org/I25254941"]},{"id":"https://openalex.org/I4405280756","display_name":"Beijing Normal University, Zhuhai","ror":"https://ror.org/03czfbj71","country_code":"CN","type":"education","lineage":["https://openalex.org/I4405280756"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wen-Yuan Lin","raw_affiliation_strings":["Department of Finance, Beijing Normal University, Zhuhai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Beijing Normal University, Zhuhai, China","institution_ids":["https://openalex.org/I25254941","https://openalex.org/I4405280756"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078667374","display_name":"I\u2010Chun Tsai","orcid":"https://orcid.org/0000-0001-8277-2327","observed_orcids":["https://orcid.org/0000-0001-8277-2327"]},"institutions":[{"id":"https://openalex.org/I192168892","display_name":"National University of Kaohsiung","ror":"https://ror.org/013zjb662","country_code":"TW","type":"education","lineage":["https://openalex.org/I192168892"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"I-Chun Tsai","raw_affiliation_strings":["Department of Finance, National University of Kaohsiung, Taiwan"],"raw_orcid":"https://orcid.org/0000-0001-8277-2327","affiliations":[{"raw_affiliation_string":"Department of Finance, National University of Kaohsiung, Taiwan","institution_ids":["https://openalex.org/I192168892"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5078667374"],"corresponding_institution_ids":["https://openalex.org/I192168892"],"apc_list":{"value":1930,"currency":"USD","value_usd":1930},"apc_paid":null,"fwci":3.3076,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.92527891,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"59","issue":null,"first_page":"395","last_page":"411"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9653000235557556,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9653000235557556,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.025800000876188278,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.0052999998442828655,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/black-swan-events","display_name":"black swan events","score":0.9980000257492065},{"id":"https://openalex.org/keywords/stock-market-volatility","display_name":"stock market volatility","score":0.7979999780654907},{"id":"https://openalex.org/keywords/intraday-price-behavior","display_name":"intraday price behavior","score":0.9160000085830688},{"id":"https://openalex.org/keywords/2015-chinese-stock-market-crash","display_name":"2015 Chinese stock market crash","score":0.8330000042915344},{"id":"https://openalex.org/keywords/shanghai-and-shenzhen-stock-markets","display_name":"Shanghai and Shenzhen stock markets","score":0.7390000224113464},{"id":"https://openalex.org/keywords/mean-reversion","display_name":"mean reversion","score":0.7789999842643738},{"id":"https://openalex.org/keywords/market-recovery","display_name":"market recovery","score":0.4860000014305115},{"id":"https://openalex.org/keywords/overreaction-and-underreaction","display_name":"overreaction and underreaction","score":0.8489999771118164},{"id":"https://openalex.org/keywords/price-dispersion","display_name":"price dispersion","score":0.4059999883174896}],"concepts":[{"id":"https://openalex.org/C2777209242","wikidata":"https://www.wikidata.org/wiki/Q1020018","display_name":"Stock market crash","level":4,"score":0.652564525604248},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6183720231056213},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5821723341941833},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5765706300735474},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5292866826057434},{"id":"https://openalex.org/C198036527","wikidata":"https://www.wikidata.org/wiki/Q2074634","display_name":"Black swan theory","level":2,"score":0.4936310052871704},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4793582558631897},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.404492050409317},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3773932158946991},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09888678789138794},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.07763653993606567},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.iref.2018.10.005","doi":"https://doi.org/10.1016/j.iref.2018.10.005","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2018.10.005","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Review of Economics & Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:reveco:v:59:y:2019:i:c:p:395-411","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1059056017300229","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W1480526195","https://openalex.org/W1481900550","https://openalex.org/W1594841938","https://openalex.org/W1867146466","https://openalex.org/W1964072989","https://openalex.org/W1970569476","https://openalex.org/W1984914360","https://openalex.org/W1985406212","https://openalex.org/W1997103606","https://openalex.org/W2003941523","https://openalex.org/W2032108633","https://openalex.org/W2040308909","https://openalex.org/W2049174687","https://openalex.org/W2067243889","https://openalex.org/W2067976363","https://openalex.org/W2124784867","https://openalex.org/W2140599827","https://openalex.org/W2169556653","https://openalex.org/W2296887909","https://openalex.org/W2321208120","https://openalex.org/W2532746618","https://openalex.org/W2891184127","https://openalex.org/W3122727370","https://openalex.org/W3123195151","https://openalex.org/W3125720710","https://openalex.org/W4251244897","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W7132481472","https://openalex.org/W4289341476","https://openalex.org/W4389272059","https://openalex.org/W7047156497","https://openalex.org/W6926043782","https://openalex.org/W7015325495","https://openalex.org/W1968832649","https://openalex.org/W1544074676","https://openalex.org/W4396610087","https://openalex.org/W2255570126"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2018-10-26T00:00:00"}