Does Exist Gap-Filling Phenomenon in Stock Markets?
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-67318-5_13
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3. Lehoczky, J., Schervish, M.: Overview and history of statistics for equity markets. Ann. Rev. Stat. Appl. 5(1), (2018)
4. Cristelli, M.: Universal relation between skewness and kurtosis in complex dynamics. In: Complexity in Financial Markets, pp. 141–150. Springer (2014)
5. Sirignano, J., Cont, R.: Universal features of price formation in financial markets: perspectives from deep learning. Quant. Financ. 19(9), 1449–1459 (2019)
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