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One country, two systems? : the heavy-tailedness of Chinese A- and H- share markets

Chen, Zhiming; Ibragimov, Rustam Ju. - In: Emerging markets review 38 (2019), pp. 115-141

Persistent link: https://www.econbiz.de/10012312681

The “Cubic Law of the Stock Returns” in emerging markets

Gu, Zhiye; Ibragimov, Rustam Ju. - In: Journal of empirical finance 46 (2018), pp. 182-190

Persistent link: https://www.econbiz.de/10012103444

Sanctions and the Russian stock market

Ankudinov, Andrej B.; Ibragimov, Rustam Ju.; Lebedev, … - In: Research in international business and finance 40 (2017), pp. 150-162

Persistent link: https://www.econbiz.de/10011912756

Heavy tails and asymmetry of returns in the Russian stock market

Ankudinov, Andrej B.; Ibragimov, Rustam Ju.; Lebedev, … - In: Emerging markets review 32 (2017), pp. 200-219

Persistent link: https://www.econbiz.de/10011803274

Impact of Self-Learning Based High-Frequency Traders on the Stock Market

Mansurov, Kirill; Semenov, Alexander; Grigoriev, Dmitry; … - 2021

In this paper we investigate the role of self-learning agents in multi-agent models of financial markets. We develop an agent-based simulation model of a financial market and in addition to the agents with fixed strategies used in previous research, we introduce an agent with a self--learning...

Persistent link: https://www.econbiz.de/10013310198

A market crash or tail risk? : heavy tails and asymmetry of returns in the Chinese stock market

Xing, Zeyu; Ibragimov, Rustam Ju. - In: Essays in honor of Joon Y. Park : econometric …, (pp. 181-205). 2023

Persistent link: https://www.econbiz.de/10014315307