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Gao-Feng Gu (ECUST)

Identifiers

  • name variant Gao-Feng Gu (ECUST) 0.60 · backfill

Papers (15)

  1. Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets q-fin.ST · 2015 · author #3
  2. Stylized facts of price gaps in limit order books: Evidence from Chinese stocks q-fin.TR · 2014 · author #1
  3. Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns q-fin.TR · 2014 · author #2
  4. Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations q-fin.ST · 2012 · author #3
  5. The position profiles of order cancellations in an emerging stock market q-fin.TR · 2011 · author #1
  6. Scaling and memory in the non-poisson process of limit order cancelation q-fin.TR · 2009 · author #3
  7. Modified detrended fluctuation analysis based on empirical mode decomposition cond-mat.stat-mech · 2009 · author #3
  8. Statistical properties of online avatar numbers in a massive multiplayer online role-playing game physics.soc-ph · 2009 · author #3
  9. Emergence of long memory in stock volatility from a modified Mike-Farmer model q-fin.ST · 2008 · author #1
  10. On the probability distribution of stock returns in the Mike-Farmer model q-fin.ST · 2008 · author #1
  11. Empirical shape function of limit-order books in the Chinese stock market q-fin.TR · 2008 · author #1
  12. Empirical regularities of order placement in the Chinese stock market q-fin.TR · 2007 · author #1
  13. Empirical distributions of Chinese stock returns at different microscopic timescales q-fin.ST · 2007 · author #1
  14. Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature physics.soc-ph · 2006 · author #1
  15. Statistical properties of daily ensemble variables in the Chinese stock markets physics.soc-ph · 2006 · author #1

Mentions

  • 1201.2825 #3 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 1112.6085 #1 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 0911.0057 #3 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 0907.3284 #3 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 0904.4827 #3 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 0807.4639 #1 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 0805.3593 #1 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 0801.3712 #1 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 0712.0912 #1 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)
  • 0708.3472 #1 · backfill · confidence 0.70 Gao-Feng Gu (ECUST)

Frequent Coauthors