Economy – Quantitative Finance – Statistical Finance
Scientist
Economy
Quantitative Finance
Statistical Finance
Scientist
ECUST
Long-term correlations and multifractal analysis of trading volumes for Chinese stocks
Nonuniversal distributions of stock returns in an emerging market
Order flow dynamics around extreme price changes on an emerging stock market
Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market
Random matrix approach to the dynamics of stock inventory variations
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