48 citations · 71 across the 2 of their papers we have counts for
2 papers
q-fin.ST2008★ 48 cited
Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market
Guo-Hua Mu, Wei Chen, János Kertész +1
The distribution of trade sizes and trading volumes are investigated based on the limit order book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the who…
q-fin.ST2007★ 23 cited
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index
Guo-Hua Mu, Wei-Xing Zhou
The relaxation dynamics of aftershocks after large volatility shocks are investigated based on two high-frequency data sets of the Shanghai Stock Exchange Composite (SSEC) index. C…