32 citations · 161 across the 14 of their papers we have counts for
Showing 2015Show all
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q-fin.ST2015★ 2 cited
Price response in correlated financial markets: empirical results
Shanshan Wang, Rudi Schäfer, Thomas Guhr
Previous studies of the stock price response to individual trades focused on single stocks. We empirically investigate the price response of one stock to the trades of other stocks…
q-fin.TR2015★ 20 cited
Testing the performance of technical trading rules in the Chinese market
Shan Wang, Zhi-Qiang Jiang, Sai-Ping Li +1
Technical trading rules have a long history of being used by practitioners in financial markets. Their profitable ability and efficiency of technical trading rules are yet controve…