arXivTrading, Microstructure & Execution
High-frequency stock market order transitions during the US-China trade war 2018: A discrete-time Markov chain analysis.
The research analyzes high-frequency stock market data to understand trading dynamics, revealing that similar strategies are used regardless of volatility during the 2018 USA-China trade war.
Featured in No. 49 on 15 May 2024 · 6 days after release · 13 citations today · published in Chaos
- Released
- 9 May 2024
- First featured
- No. 49 · 15 May 2024
- Citations (Semantic Scholar)
- 13
- Influential citations
- 0
- Published in
- Chaos
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- 3
- Identifier
- doi:10.1063/5.0176892
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).