296 citations · 591 across the 7 of their papers we have counts for
8 papers
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…
Multifactor Analysis of Multiscaling in Volatility Return Intervals
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals , which are time interv…
Gravity model in the Korean highway
Woo-Sung Jung, Fengzhong Wang, H. Eugene Stanley
We investigate the traffic flows of the Korean highway system, which contains both public and private transportation information. We find that the traffic flow T(ij) between city i…
Volatility return intervals analysis of the Japanese market
Woo-Sung Jung, Fengzhong Wang, Shlomo Havlin +3
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold for the Japanese stock market using daily and intraday data s…
Group dynamics of the Japanese market
Woo-Sung Jung, Okyu Kwon, Fengzhong Wang +3
We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping…
Indication of multiscaling in the volatility return intervals of stock markets
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
The distribution of the return intervals between volatilities above a threshold for financial records has been approximated by a scaling behavior. To explore how accurate i…