166 citations · 167 across the 2 of their papers we have counts for
2 papers
physics.soc-ph2005★ 1 cited
Impact of Stock Market Structure on Intertrade Time and Price Dynamics
Ainslie Yuen, Plamen Ch. Ivanov
The NYSE and NASDAQ stock markets have very different structures and there is continuing controversy over whether differences in stock price behaviour are due to market structure o…
cond-mat.stat-mech2004★ 166 cited
Common Scaling Patterns in Intertrade Times of U. S. Stocks
Plamen Ch. Ivanov, Ainslie Yuen, Boris Podobnik +1
We analyze the sequence of time intervals between consecutive stock trades of thirty companies representing eight sectors of the U. S. economy over a period of four years. For all…