To consider the jump problem of the Chinese stock market, this paper takes the CSI 300 Index from April 2005 to November 2015 as the research object, uses the rescaled range analysis (R/S analysis) method to examine the fractal characteristics of the Chinese stock market in the past ten years, and deduces the possibility of multiple bubbles in the Chinese stock market. Based on this, combined with the log-periodic power law (LPPL) model, the stock market bubbles are identified in different periods. The results show that China’s stock market has some anomalies in terms of positive bubbles, negative bubbles, and reverse bubbles, as well as the cross occurrence of reverse-negative bubbles. Besides, through a comparison with the major foreign stock markets, it is found that the fluctuation range of the Chinese stock market is much larger than that of the Dow Jones Industrial Average and the FTSE 100 indices in the same period and there are also more types of multibubbles, which is a connotative anomaly that makes the Chinese stock market different from other major stock markets. Furthermore, the bubble phenomenon in the Chinese stock market during the periods of 2005/4–2007/10 and 2015/6–2015/11 is studied, and it is found that there is a jump anomaly in the Chinese stock market. Finally, based on the above empirical analysis and the current state of the stock market, this paper provides some suggestions for improving the mechanism of the Chinese stock market.

Fund performance has been a hot topic in the financial research area, fair and correct evaluation of fund performance is of great significance for fund investors and companies. However, most of the relevant publications do not have any retrospective analysis of this topic in terms of knowledge domain to show its development trends and research concerns. To address this issue, two effective bibliometric tools namely Citespace II (The 5.3.R4 Edition) and SciMat are used to analyze the knowledge domain of this field in this paper. We have analyzed 979 articles related to fund performance from Web of Science between 1966 and 2019 (July), the analysis content includes the current status, collaboration network, co-citation network, and emerging trends of fund performance research, then we have derived the following desired conclusions: (1) In the last twenty years, there was a significant increase in the publication and citation numbers of fund performance research; especially, the relative research has become interdisciplinary and internationalized. (2) "Mutual Fund Performance", "Fund Return", "Investment Performance", and "Portfolio Selection" are the hottest topics in the fund performance research. (3) "Small Fund" and "Investor Reaction" are the two emerging trends in the fund performance research. To sum up, there are two main contributions in this paper: First, we provide a full bibliometric analysis about the fund performance research. Second, we make the further development of fund performance research easier and more clearly to show the directions to learn and study for beginners.