63 citations · 281 across the 16 of their papers we have counts for
3 papers · 1 filter
Impact and Recovery Process of Mini Flash Crashes: An Empirical Study
Tobias Braun, Jonas A. Fiegen, Daniel C. Wagner +2
In an Ultrafast Extreme Event (or Mini Flash Crash), the price of a traded stock increases or decreases strongly within milliseconds. We present a detailed study of Ultrafast Extre…
The Importance of Antipersistence for Traffic Jams
Sebastian M. Krause, Lars Habel, Thomas Guhr +1
Universal characteristics of road networks and traffic patterns can help to forecast and control traffic congestion. The antipersistence of traffic flow time series has been found…
Regularities and Irregularities in Order Flow Data
Martin Theissen, Sebastian M. Krause, Thomas Guhr
We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the or…