Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Mu, Guo-hua"'
Publikováno v:
PLoS ONE 6 (9), e24391 (2011)
We propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial a
Externí odkaz:
http://arxiv.org/abs/1104.3616
Autor:
Mu, Guo-Hua, Zhou, Wei-Xing
Publikováno v:
Phys. Rev. E 82, 066103 (2010)
There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic law. It supports the possibility that the tail ex
Externí odkaz:
http://arxiv.org/abs/1003.5984
Publikováno v:
New J. Phys. 12 (2010) 075037
We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price for both intraday price decreases and increases with a permanent price
Externí odkaz:
http://arxiv.org/abs/1003.0168
Publikováno v:
Physics Procedia,Volume 3, Issue 5, August 2010, Pages 1631-1640
We investigate the temporal correlations and multifractal nature of trading volume of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that the trading volume exhibit size-dependent non-universal long memory and multifractal na
Externí odkaz:
http://arxiv.org/abs/0904.1042
Publikováno v:
Eur. Phys. J. B 68, 145-152 (2009)
The distribution of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. We observe that the size distribution of trades for indi
Externí odkaz:
http://arxiv.org/abs/0812.1512
Autor:
Mu, Guo-Hua, Zhou, Wei-Xing
Publikováno v:
Physica A 387 (21), 5211-5218 (2008)
The relaxation dynamics of aftershocks after large volatility shocks are investigated based on two high-frequency data sets of the Shanghai Stock Exchange Composite (SSEC) index. Compared with previous relevant work, we have defined main financial sh
Externí odkaz:
http://arxiv.org/abs/0709.1219
Autor:
Shi, Yue, Liu, Yan-Feng, Wang, Jia-Mei, Jiang, Jing, He, Bo-Lin, Mu, Guo-Hua, Liu, Fang, Li, Ya-Hui, Qiao, Ting, Lu, Jing
Publikováno v:
World Journal of Traditional Chinese Medicine; Jan-Mar2023, Vol. 9 Issue 1, p94-100, 7p
Akademický článek
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Autor:
Mu, Guo-Hua, Zhou, Wei-Xing
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 2008 387(21):5211-5218
Akademický článek
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