Empirical regularities of order placement in the Chinese stock market，顾高峰，陈炜，Using ultra-high-frequency data extracted from the order flows of 23 stocks traded on the Shenzhen Stock Exchange, we study the empirical regularities of order placement in
The application of Factor Analysis in Chinese Stock Market，孙鑫，，In this article, we pay attention to the fundamental of the listed companies. We acquire the 2008 medium-term financial targets of 30 companies which are listed in mainland China,
Empirical shape function of limit-order books in the Chinese stock market，顾高峰，陈炜，We have analyzed the statistical probabilities of limit-order book (LOB) shape through building the book using the ultra-high-frequency data from 23 liquid stocks traded
Empirical distributions of Chinese stock returns at different microscopic timescales，顾高峰，陈炜，We study the distributions of event-time returns and clock-time returns at different microscopic timescales using ultra-high-frequency data extracted from the
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Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul stock exchange
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