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Wei Chen (SZSE)

Identifiers

  • name variant Wei Chen (SZSE) 0.60 · backfill

Papers (14)

  1. Quantifying immediate price impact of trades based on the $k$-shell decomposition of stock trading networks q-fin.TR · 2016 · author #4
  2. Limit-order book resiliency after effective market orders: Spread, depth and intensity q-fin.TR · 2016 · author #2
  3. Statistical Properties and Pre-hit Dynamics of Price Limit Hits in the Chinese Stock Markets q-fin.ST · 2015 · author #5
  4. Stylized facts of price gaps in limit order books: Evidence from Chinese stocks q-fin.TR · 2014 · author #4
  5. Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns q-fin.TR · 2014 · author #5
  6. Strategies used as spectroscopy of financial markets reveal new stylized facts q-fin.ST · 2011 · author #3
  7. Order flow dynamics around extreme price changes on an emerging stock market q-fin.TR · 2010 · author #3
  8. Scaling and memory in the non-poisson process of limit order cancelation q-fin.TR · 2009 · author #5
  9. Detrended fluctuation analysis of intertrade durations q-fin.TR · 2008 · author #2
  10. Scaling in the distribution of intertrade durations of Chinese stocks q-fin.ST · 2008 · author #2
  11. Empirical shape function of limit-order books in the Chinese stock market q-fin.TR · 2008 · author #2
  12. Empirical regularities of order placement in the Chinese stock market q-fin.TR · 2007 · author #2
  13. Empirical distributions of Chinese stock returns at different microscopic timescales q-fin.ST · 2007 · author #2
  14. Quantifying bid-ask spreads in the Chinese stock market using limit-order book data: Intraday pattern, probability distribution, long memory, and multifractal nature physics.soc-ph · 2006 · author #2

Mentions

  • 1503.03548 #5 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 1405.1247 #4 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 1404.1051 #5 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 1104.3616 #3 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 1003.0168 #3 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 0911.0057 #5 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 0806.2444 #2 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 0804.3431 #2 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 0801.3712 #2 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 0712.0912 #2 · backfill · confidence 0.70 Wei Chen (SZSE)
  • 0708.3472 #2 · backfill · confidence 0.70 Wei Chen (SZSE)

Frequent Coauthors