About: How high frequency trading affects a market index

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scientific article published on January 2013

Attributes	Values
rdf:type	Item
description	videnskabelig artikel (da) article científic (ca) articolo scientifico (it) artigo científico (pt) bilimsel makale (tr) vedecký článok (sk) vetenskaplig artikel (sv) vědecký článek (cs) wetenschappelijk artikel (nl) wissenschaftlicher Artikel (de) научни чланак (sr) article scientifique (fr) наукова стаття, опублікована в січні 2013 (uk) مقالة علمية نشرت في يناير 2013 (ar) scientific article published on January 2013 (en) artículu científicu espublizáu en xineru de 2013 (ast)
publication date	wds:Q37094370-40B384C8-4C82-413D-9453-B752DF4CB75C
publication date	2013-01-01 00:00:00Z (xsd:dateTime)
language of work or name	wds:Q37094370-9E42E419-C024-4F15-A5D1-0490A4339331
language of work or name	English
exact match	wds:Q37094370-7C9B9D3E-2322-4512-9017-D2A5140A6101
exact match	https://scigraph.springernature.com/pub.10.1038/srep02110
cites work	wds:Q37094370-057E42C0-9C2C-4339-BAD1-C904E4805A8D wds:Q37094370-0BB5ABDB-0998-4F31-BC96-A98D281C831F wds:Q37094370-12E11C43-DAAA-4709-AA31-92EC9F9CA8E6 wds:Q37094370-141541AF-2698-4A10-89BB-91608DF5E5A2 wds:Q37094370-14CDA80D-3C57-4A24-A791-A5C9761CFCBD wds:Q37094370-34FF44EC-7D8E-4258-9903-B0163356F155 wds:Q37094370-393D37FD-011F-4D81-A3F2-82BE0F04A599 wds:Q37094370-3941106F-14D9-4B5A-8263-95AA30C2F4F4 wds:Q37094370-500C35F4-A46D-4640-B45B-A3254FE773A7 wds:Q37094370-6368EC83-4434-462C-B022-9F0BAE383BBA wds:Q37094370-9567E4FC-BB6F-4B90-8720-6935836040D6 wds:Q37094370-A28CAFAF-5FBD-44FF-BF24-533147878818 wds:Q37094370-C6484F93-F5D6-477F-96A8-19B0F97B92AE wds:Q37094370-D27D8AD2-1BD9-47F1-94A1-3EA4DE309C48 wds:Q37094370-DA443573-2EFB-4213-8A91-610AD52BBCE2 wds:Q37094370-F87B761C-85B3-445F-8F57-8013320657C1
cites work	Index cohesive force analysis reveals that the US market became prone to systemic collapses since 2002 Switching processes in financial markets Cross-correlations between volume change and price change Linking agent-based models and stochastic models of financial markets Quantifying the behavior of stock correlations under market stress Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market Scaling and memory in volatility return intervals in financial markets Quantifying meta-correlations in financial markets Leverage effect in financial markets: the retarded volatility model Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. Quantifying stock-price response to demand fluctuations DEPENDENCY NETWORK AND NODE INFLUENCE: APPLICATION TO THE STUDY OF FINANCIAL MARKETS Fluctuation patterns in high-frequency financial asset returns Quantifying signals with power-law correlations: a comparative study of detrended fluctuation analysis and detrended moving average techniques Persistent collective trend in stock markets Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode
author name string	wds:Q37094370-0D320893-0980-46FA-BD24-1391C736F94E wds:Q37094370-31396690-B7B0-4BFE-B30C-1B76AE6D02E6 wds:Q37094370-43A36A44-637C-4E4C-9332-2B1FFAF300B3
author name string	Eshel Ben-Jacob Dror Y Kenett Gitit Gur-Gershgoren
rdfs:label	How high frequency trading affects a market index (en) How high frequency trading affects a market index. (nl)
skos:prefLabel	How high frequency trading affects a market index (en) How high frequency trading affects a market index. (nl)
name	How high frequency trading affects a market index (en) How high frequency trading affects a market index. (nl)
author	wds:Q37094370-12E0CBC8-B603-4087-9C24-9AEFE05F26AE
author	H. Eugene Stanley
title	wds:Q37094370-BABB5B33-B9C6-4184-AB1A-3536237814EC
title	How high frequency trading affects a market index (en)
page(s)	wds:Q37094370-5E077D8A-5F6B-492A-A2E0-96CCC31F8D1E
page(s)	2110
instance of	wds:Q37094370-C0EDF3BF-EC69-4919-9197-0C396350FB7A
instance of	scholarly article
PubMed ID	wds:Q37094370-8134E7AB-272F-45A5-905F-83E4C9692671
PubMed ID	http://rdf.ncbi.nlm.nih.gov/pubchem/reference/23817553
PubMed ID	23817553
published in	wds:Q37094370-F6116912-29CE-4D82-8C4D-DF90B83B95E1
published in	Scientific Reports
volume	wds:Q37094370-2CE8CC15-E55D-4458-B116-CC65A6753F6D
volume	3
DOI	wds:Q37094370-2C1C614F-EC16-4283-AD28-0403FCED5A94
DOI	http://dx.doi.org/10.1038/SREP02110
DOI	10.1038/SREP02110
ResearchGate publication ID	wds:Q37094370-CEE9ABAF-FEF5-4D56-9AB6-D1DE906882F7
ResearchGate publication ID	244481594
PMCID	wds:Q37094370-745D2BA6-8D7D-44EB-98A3-7039BB7C96EA
PMCID	3743071
is about of	https://www.wikidata.org/wiki/Special:EntityData/Q37094370
is cites work of	How volatilities nonlocal in time affect the price dynamics in complex financial systems Agent-based model with asymmetric trading and herding for complex financial systems Quantifying the effect of investors' attention on stock market Exploring Market State and Stock Interactions on the Minute Timescale Unraveling hidden order in the dynamics of developed and emerging markets
is cites work of	wds:Q28653292-FE9473A3-3619-4725-8C44-19DC71A73A82 wds:Q33719050-5D4CE8C1-3F55-4995-ADC4-0B9CD9E684A7 wds:Q35930625-46CA7A9E-72B9-4E60-A1D3-C756518BB00D wds:Q35053181-5E5F1221-E534-472D-921B-ED22514E5E85 wds:Q35406709-53BC38B9-A5D8-4322-907A-0F87A09F0372

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