161 citations
- Centro de Estudios CientíficosCL8 papers
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physics.soc-ph2007★ 37 cited
The market efficiency in the stock markets
Jae-Suk Yang, Wooseop Kwak, Taisei Kaizoji +1
We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability d…
physics.soc-ph2006★ 66 cited
Waiting times between orders and trades in double-auction markets
Enrico Scalas, Taisei Kaizoji, Michael Kirchler +2
In this paper, the survival function of waiting times between orders and the corresponding trades in a double-auction market is studied both by means of experiments and of empirica…