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Why is equity order flow so persistent?, , , and . Journal of Economic Dynamics and Control, (Feb 8, 2015)Dynamics of a financial market index after a crash, and . Physica A: Statistical Mechanics and its Applications, 338 (1-2): 125--134 (Jul 1, 2004)Volatility in financial markets: stochastic models and empirical results, , , and . Physica A: Statistical Mechanics and its Applications, 314 (1-4): 756--761 (Nov 1, 2002)There's more to volatility than volume, , and . Quantitative Finance, 6 (5): 371--384 (2006)When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification., , and . Oper. Res., 64 (5): 1073-1088 (2016)Better to stay apart: asset commonality, bipartite network centrality, and investment strategies., , , and . Ann. Oper. Res., 299 (1): 177-213 (2021)Estimating the Total Volume of Queries to Google., and . WWW, page 1051-1060. ACM, (2019)Bayesian autoregressive online change-point detection with time-varying parameters., , and . Commun. Nonlinear Sci. Numer. Simul., (2025)Ensemble properties of securities traded in the NASDAQ market, and . Physica A: Statistical Mechanics and its Applications, 299 (1-2): 161--167 (Oct 1, 2001)Degree stability of a minimum spanning tree of price return and volatility, , , and . Physica A: Statistical Mechanics and its Applications, 324 (1-2): 66--73 (Jun 1, 2003)