Linlan Xiao

Central Michigan University

Mt. Pleasant, MI 48858

United States

SCHOLARLY PAPERS

2

DOWNLOADS

159

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Machines, Memory and the Markov Property in Stock Returns: Deus Ex Machina?

Number of pages: 29 Posted: 05 May 2017
Aydin Cecen, Pawan Jain and Linlan Xiao
Central Michigan University, University of Wyoming - College of Business - Department of Economics and Finance and Central Michigan University
Downloads 159 (232,619)

Abstract:

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Markov Property, Short Memory, High Frequency Trading, Entropy

2.

High frequency trading and stock index returns: A nonlinear dynamic analysis

Communications in Nonlinear Science and Numerical Simulation 2021
Posted: 17 Mar 2021
Aydin Cecen, Pawan Jain and Linlan Xiao
Central Michigan University, West Virginia University and Central Michigan University

Abstract:

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Heavy-tails, High frequency trading, Markov property, Multi scale entropy