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20022024
most citedA ZEUS next-to-leading-order QCD analysis of data on deep inelastic scattering

186 citations

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q-fin.ST2017★ 6 cited

Statistical properties of market collective responses

Shanshan Wang, Sebastian Neusüß, Thomas Guhr

We empirically analyze the price and liquidity responses to trade signs, traded volumes and signed traded volumes. Utilizing the singular value decomposition, we explore the interc…