{"id":"https://openalex.org/W3196388595","doi":"https://doi.org/10.1007/s11432-020-3064-4","title":"Quantifying the effects of long-term news on stock markets on the basis of the multikernel Hawkes process","display_name":"Quantifying the effects of long-term news on stock markets on the basis of the multikernel Hawkes process","publication_year":2021,"publication_date":"2021-07-27","ids":{"openalex":"https://openalex.org/W3196388595","doi":"https://doi.org/10.1007/s11432-020-3064-4","mag":"3196388595"},"language":"en","primary_location":{"id":"doi:10.1007/s11432-020-3064-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11432-020-3064-4","pdf_url":null,"source":{"id":"https://openalex.org/S4210218743","display_name":"Science China Information Sciences","issn_l":"1674-733X","issn":["1674-733X","1869-1919"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Science China Information Sciences","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"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/A5111364945","display_name":"Xiao Ding","orcid":"https://orcid.org/0000-0002-5838-0320"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Xiao Ding","raw_affiliation_strings":["Research Center for Social Computing and Information Retrieval, Harbin, 150001, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center for Social Computing and Information Retrieval, Harbin, 150001, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5003912896","display_name":"Jihao Shi","orcid":"https://orcid.org/0000-0002-2639-8972"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jihao Shi","raw_affiliation_strings":["Research Center for Social Computing and Information Retrieval, Harbin, 150001, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center for Social Computing and Information Retrieval, Harbin, 150001, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5103209723","display_name":"Junwen Duan","orcid":"https://orcid.org/0000-0003-4955-9270"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Junwen Duan","raw_affiliation_strings":["Research Center for Social Computing and Information Retrieval, Harbin, 150001, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center for Social Computing and Information Retrieval, Harbin, 150001, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017671620","display_name":"Bing Qin","orcid":"https://orcid.org/0000-0002-2543-5604"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Bing Qin","raw_affiliation_strings":["Research Center for Social Computing and Information Retrieval, Harbin, 150001, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center for Social Computing and Information Retrieval, Harbin, 150001, China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101437269","display_name":"Ting Liu","orcid":"https://orcid.org/0009-0000-4298-1896"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Ting Liu","raw_affiliation_strings":["Research Center for Social Computing and Information Retrieval, Harbin, 150001, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Research Center for Social Computing and Information Retrieval, Harbin, 150001, China","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5101437269"],"corresponding_institution_ids":[],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.3034,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.60923038,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"64","issue":"9","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10577","display_name":"Hydrology and Sediment Transport Processes","score":0.9750999808311462,"subfield":{"id":"https://openalex.org/subfields/2303","display_name":"Ecology"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10577","display_name":"Hydrology and Sediment Transport Processes","score":0.9750999808311462,"subfield":{"id":"https://openalex.org/subfields/2303","display_name":"Ecology"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9595999717712402,"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/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9117000102996826,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6732376217842102},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.6668384075164795},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5244962573051453},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5071442127227783},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.46383723616600037},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4598442316055298},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.4519365727901459},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4310155510902405},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.19615182280540466},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07488080859184265},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.07487624883651733}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6732376217842102},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6668384075164795},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5244962573051453},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5071442127227783},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.46383723616600037},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4598442316055298},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.4519365727901459},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4310155510902405},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.19615182280540466},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07488080859184265},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.07487624883651733},{"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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11432-020-3064-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11432-020-3064-4","pdf_url":null,"source":{"id":"https://openalex.org/S4210218743","display_name":"Science China Information Sciences","issn_l":"1674-733X","issn":["1674-733X","1869-1919"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Science China Information Sciences","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W256266297","https://openalex.org/W1502957213","https://openalex.org/W1967370444","https://openalex.org/W2015174807","https://openalex.org/W2025291942","https://openalex.org/W2049916782","https://openalex.org/W2064675550","https://openalex.org/W2064951420","https://openalex.org/W2069849731","https://openalex.org/W2115613106","https://openalex.org/W2118463056","https://openalex.org/W2126267628","https://openalex.org/W2128310653","https://openalex.org/W2146399390","https://openalex.org/W2170859022","https://openalex.org/W2251709641","https://openalex.org/W2299902744","https://openalex.org/W2471366537","https://openalex.org/W2489369235","https://openalex.org/W2509830164","https://openalex.org/W2510535358","https://openalex.org/W2526849907","https://openalex.org/W2575002693","https://openalex.org/W2767220239","https://openalex.org/W2774559076","https://openalex.org/W2798413829","https://openalex.org/W2804962763","https://openalex.org/W2807887508","https://openalex.org/W2865687066","https://openalex.org/W2950906777","https://openalex.org/W2962739339","https://openalex.org/W2985427845","https://openalex.org/W3023598023","https://openalex.org/W4210371587","https://openalex.org/W4251749444","https://openalex.org/W6602273791","https://openalex.org/W6681479411","https://openalex.org/W6697136110"],"related_works":["https://openalex.org/W42295635","https://openalex.org/W1973996291","https://openalex.org/W2330575325","https://openalex.org/W4388747848","https://openalex.org/W2163803519","https://openalex.org/W2497592525","https://openalex.org/W3096145648","https://openalex.org/W3197510923","https://openalex.org/W2370669686","https://openalex.org/W2645942849"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}