Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns - Jian Zhou, Gao-Feng Gu, Zhi-Qiang Jiang, Xiong Xiong, Wei Chen

Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns - Jian Zhou, Gao-Feng Gu, Zhi-Qiang Jiang, Xiong Xiong, Wei Chen | Arena