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Time, trading and algorithms in financial sector security
Thompson, Grahame, (2017)
Mathematical Problems in Algorithmic Trading and Financial Regulation
Wang, Yixuan, (2020)
Moore's Law vs. Murphy's Law : Algorithmic Trading and Its Discontents
Kirilenko, Andrei A., (2017)
Long-term memory in stock market prices
Lo, Andrew W., (1989)
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W., (1986)
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W., (1997)