67 citations
- Institute of Physics, Academia SinicaTW2 papers
- National Cheng Kung UniversityTW2 papers
- National Taiwan UniversityTW2 papers
- Bar-Ilan UniversityIL1 paper
- Boston UniversityUS1 paper
- Centre for Addiction and Mental HealthCA1 paper
- Deutsches Elektronen-Synchrotron DESYDE1 paper
- National Central UniversityTW1 paper
- National Tsing Hua UniversityTW1 paper
- Queen Mary University of LondonGB1 paper
- Xiamen UniversityCN1 paper
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q-fin.ST2009★ 50 cited
Statistical analysis of the overnight and daytime return
Fengzhong Wang, Shwu-Jane Shieh, Shlomo Havlin +1
We investigate the two components of the total daily return (close-to-close), the overnight return (close-to-open) and the daytime return (open-to-close), as well as the correspond…
q-fin.ST2007★ 16 cited
Network Topology of an Experimental Futures Exchange
S. C. Wang, J. J. Tseng, C. C. Tai +4
Many systems of different nature exhibit scale free behaviors. Economic systems with power law distribution in the wealth is one of the examples. To better understand the working b…