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20072009
most citedDegree distribution of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

116 citations · 149 across the 4 of their papers we have counts for

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q-fin.ST2007★ 5 cited

Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks

Xiao-Hui Ni, Wei-Xing Zhou

We use high-frequency data of 1364 Chinese A-share stocks traded on the Shanghai Stock Exchange and Shenzhen Stock Exchange to investigate the intraday patterns in the bid-ask spre…