In this paper, we study the dynamics of absolute return, trading volume and bid–ask spread after the trading halts using high-frequency data from the Shanghai Stock Exchange. We deal with all three types of trading halts, namely intraday halts, one-day halts and inter-day halts, of 203 stocks...

The Kuramoto model describes a system of globally coupled phase-only oscillators with distributed natural frequencies. The model in the steady state exhibits a phase transition as a function of the coupling strength, between a low-coupling incoherent phase in which the oscillators oscillate...

The use of the isoconfigurational method has enabled one to determine the existence of particles with high and low dynamic propensity (tendency to be mobile) and particles with preferred directionality for motion (directional particles) in supercooled liquids. On the other hand, dynamical...

The Shore–Sethna model is one of the simplest spin models including frustration at microscopic level. It consists of a three-dimensional system of Ising spins with ferromagnetic nearest-neighbors and antiferromagnetic next-nearest-neighbors interactions, and the competition between these two...