The reaction of stocks across different time scales after big events is illustrated, ranging from the 5-min scale at the top to the 4-hr scale at the bottom.

The reaction of stocks across different time scales after big events is illustrated, ranging from the 5-min scale at the top to the 4-hr scale at the bottom.

<p>Sub-figure (<b>a</b>) corresponds to Event1, while sub-figure (<b>b</b>) corresponds to Event2.</p>

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Bibliographic Details
Main Author:	Fangyan Ouyang (20485195) (author)
Other Authors:	Wenyan Peng (3625874) (author), Tingting Chen (111216) (author)
Published:	2024
Subjects:	Cell Biology Ecology Sociology Biological Sciences not elsewhere classified Physical Sciences not elsewhere classified random matrix theory find stronger correlations faster reaction speed chinese listed companies frequency financial markets >< sub >< six time scales div >< p higher frequency scales realized volatility across volatility within high time scales realized volatility frequency data higher frequencies ></ sub time scale study explores specific reactions shedding light probability distribution multifaceted dynamics investigation reveals intricate dynamics ij </ findings underscore correlation matrices correlation function constructing cross compare industry c </
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