Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts

• Wei-Xing Zhou ,

  * E-mail: wxzhou@ecust.edu.cn (WXZ); dsornette@ethz.ch (DS)

  Affiliations School of Business, East China University of Science and Technology, Shanghai, China, School of Science, East China University of Science and Technology, Shanghai, China, Research Center for Econophysics, East China University of Science and Technology, Shanghai, China

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• Guo-Hua Mu,

  Affiliations School of Business, East China University of Science and Technology, Shanghai, China, School of Science, East China University of Science and Technology, Shanghai, China, Research Center for Econophysics, East China University of Science and Technology, Shanghai, China

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• Wei Chen,

  Affiliation Shenzhen Stock Exchange, Shenzhen, China

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• Didier Sornette

  * E-mail: wxzhou@ecust.edu.cn (WXZ); dsornette@ethz.ch (DS)

  Affiliations Department of Management, Technology and Economics, ETH Zurich, Zurich, Switzerland, Swiss Finance Institute, c/o University of Geneva, Geneva, Switzerland

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