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Shanshan Wang
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Cross-response in correlated financial markets: individual stocks
S Wang, R Schäfer, T Guhr
The European Physical Journal B 89, 1-16, 2016
382016
Average cross-responses in correlated financial markets
S Wang, R Schäfer, T Guhr
The European Physical Journal B 89, 1-13, 2016
282016
Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example
S Wang, S Gartzke, M Schreckenberg, T Guhr
Journal of Statistical Mechanics: Theory and Experiment 2020 (10), 103404, 2020
172020
Microscopic understanding of cross-responses between stocks: a two-component price impact model
S Wang, T Guhr
Market Microstructure and Liquidity 3 (03n04), 1850009, 2017
112017
Statistical properties of market collective responses
S Wang, S Neusüß, T Guhr
The European Physical Journal B 91, 1-11, 2018
72018
Collective behavior in the North Rhine-Westphalia motorway network
S Wang, S Gartzke, M Schreckenberg, T Guhr
Journal of Statistical Mechanics: Theory and Experiment 2021 (12), 123401, 2021
62021
Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis
S Wang, T Guhr
Journal of Statistical Mechanics: Theory and Experiment 2018 (3), 033407, 2018
62018
Geometric effect on the phase transition in mesoscopic loops threaded by an Aharonov-Bohm flux
GQ Zha, SS Wang, JC Wang, SP Zhou
Journal of Applied Physics 112 (3), 2012
62012
Spatial correlation analysis of traffic flow on parallel motorways in Germany
S Gartzke, S Wang, T Guhr, M Schreckenberg
Physica A: Statistical Mechanics and its Applications 599, 127367, 2022
52022
Price response in correlated financial markets: empirical results
S Wang, R Schäfer, T Guhr
arXiv preprint arXiv:1510.03205, 2015
52015
Grasping asymmetric information in price impacts
S Wang, S Neusüß, T Guhr
The European Physical Journal B 91 (11), 266, 2018
42018
Identifying subdominant collective effects in a large motorway network
S Wang, M Schreckenberg, T Guhr
Journal of Statistical Mechanics: Theory and Experiment 2022, 113402, 2022
32022
铌酸钠钾基压电陶瓷的结构与性能研究
周云, 蒋魁强, 王珊珊, 王军辉
中国计量学院学报 20 (1), 89-91, 2009
32009
Transitions between quasi-stationary states in traffic systems: Cologne orbital motorways as an example
S Wang, M Schreckenberg, T Guhr
Journal of Statistical Mechanics: Theory and Experiment 2023, 093401, 2023
22023
Trading strategies for stock pairs regarding to the cross-impact cost
S Wang
arXiv preprint arXiv:1701.03098, 2017
22017
Geometric effect on the vortex configuration and motion in mesoscopic superconducting cylinders
SS Wang, GQ Zha
International Journal of Modern Physics B 29 (03), 1550009, 2015
22015
Response functions as a new concept to study local dynamics in traffic networks
S Wang, M Schreckenberg, T Guhr
Physica A: Statistical Mechanics and its Applications 626, 129116, 2023
12023
Congestions and Spectral Transition in Time-Lagged Correlations of Motorway Traffic
GB Hollbeck, R Pilarczyk, S Wang, M Schreckenberg, T Guhr
arXiv preprint arXiv:2312.12051, 2023
2023
Microstructures of correlated financial markets
S Wang
Dissertation, Duisburg, Essen, Universität Duisburg-Essen, 2017, 2017
2017
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Articles 1–19