Jiang, Zhi-Qiang; Zhou, Wei-Xing - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 21, pp. 4929-4941
We provide an empirical investigation aimed at uncovering the statistical properties of intricate stock trading networks based on the order flow data of a highly liquid stock (Shenzhen Development Bank) listed on Shenzhen Stock Exchange during the whole year of 2003. By reconstructing the limit...