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Xiao-Hui Ni

Physics – Physics and Society

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Degree distribution of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

Physics – Physics and Society
Scientific paper

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Empirical regularities of opening call auction in Chinese stock market

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Scaling and memory in the non-poisson process of limit order cancelation

Economy – Quantitative Finance – Trading and Market Microstructure
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Profile ID: LFWR-SCP-P-108373

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