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Wei Zhang (TJU)

Identifiers

  • name variant Wei Zhang (TJU) 0.60 · backfill

Papers (11)

  1. Limit-order book resiliency after effective market orders: Spread, depth and intensity q-fin.TR · 2016 · author #4
  2. Market correlation structure changes around the Great Crash q-fin.ST · 2016 · author #4
  3. Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets q-fin.ST · 2015 · author #7
  4. Wealth share analysis with "fundamentalist/chartist" heterogeneous agents q-fin.TR · 2014 · author #2
  5. Stylized facts of price gaps in limit order books: Evidence from Chinese stocks q-fin.TR · 2014 · author #5
  6. An agent-based computational model for China's stock market and stock index futures market q-fin.TR · 2014 · author #2
  7. Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns q-fin.TR · 2014 · author #6
  8. Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant q-fin.ST · 2013 · author #5
  9. Trading networks, abnormal motifs and stock manipulation q-fin.TR · 2012 · author #4
  10. Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations q-fin.ST · 2012 · author #7
  11. The position profiles of order cancellations in an emerging stock market q-fin.TR · 2011 · author #5

Mentions

  • 1404.1052 #2 · backfill · confidence 0.70 Wei Zhang (TJU)
  • 1404.1051 #6 · backfill · confidence 0.70 Wei Zhang (TJU)
  • 1308.0925 #5 · backfill · confidence 0.70 Wei Zhang (TJU)
  • 1301.0007 #4 · backfill · confidence 0.70 Wei Zhang (TJU)
  • 1201.2825 #7 · backfill · confidence 0.70 Wei Zhang (TJU)
  • 1112.6085 #5 · backfill · confidence 0.70 Wei Zhang (TJU)

Frequent Coauthors