296 citations · 1.1k across the 15 of their papers we have counts for
4 papers · 1 filter
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…
Quantitative law describing market dynamics before and after interest-rate change
Alexander M. Petersen, Fengzhong Wang, Shlomo Havlin +1
We study the behavior of U.S. markets both before and after U.S. Federal Open Market Committee (FOMC) meetings, and show that the announcement of a U.S. Federal Reserve rate change…