Complex stock trading network among investors

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 21, 2010, Pages 4929-4941

  Jiang, Zhi Qiang ^a,b   Zhou, Wei Xing ^a,b,c  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^c INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Econophysics; Limit order book; Power law distribution; Trade sizes; Trading networks

Indexed keywords

CORRELATION THEORY; FINANCIAL MARKETS;

ECONOPHYSICSS; EMPIRICAL INVESTIGATION; LIMIT ORDER BOOK; POWER LAW DEGREE DISTRIBUTION; POWER LAW DISTRIBUTION; SHENZHEN STOCK EXCHANGES; STATISTICAL PROPERTIES; TRADING NETWORKS;

COMMERCE;

EID: 77956171258     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.07.024     Document Type: Article

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