296 citations · 1.1k across the 15 of their papers we have counts for
15 papers
Financial factor influence on scaling and memory of trading volume in stock market
Wei Li, Fengzhong Wang, Shlomo Havlin +1
We study the daily trading volume volatility of 17,197 stocks in the U.S. stock markets during the period 1989--2008 and analyze the time return intervals between volume volati…
Statistical Properties of Cross-Correlation in the Korean Stock Market
Gabjin Oh, Cheoljun Eom, Fengzhong Wang +3
We investigate the statistical properties of the correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how…
Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws
Alexander M. Petersen, Fengzhong Wang, Shlomo Havlin +1
We study the cascading dynamics immediately before and immediately after 219 market shocks. We define the time of a market shock T_{c} to be the time for which the market volatilit…
Statistical Regularities of Equity Market Activity
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin +1
Equity activity is an essential topic for financial market studies. To explore its statistical regularities, we comprehensively examine the trading value, a measure of the equity a…
Methods for measuring the citations and productivity of scientists across time and discipline
Alexander M. Petersen, Fengzhong Wang, H. Eugene Stanley
Publication statistics are ubiquitous in the ratings of scientific achievement, with citation counts and paper tallies factoring into an individual's consideration for postdoctoral…
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…