94 citations · 605 across the 22 of their papers we have counts for
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q-fin.TR2012★ 28 cited
Trading networks, abnormal motifs and stock manipulation
Zhi-Qiang Jiang, Wen-Jie Xie, Xiong Xiong +3
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network cons…
q-fin.ST2012★ 45 cited
Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations
Hao Meng, Fei Ren, Gao-Feng Gu +4
Understanding the statistical properties of recurrence intervals of extreme events is crucial to risk assessment and management of complex systems. The probability distributions an…