| Using high-frequency transaction data to estimate the probability of informed trading A Tay, C Ting, YK Tse, M Warachka Journal of Financial Econometrics 7 (3), 288-311, 2009 | 77 | 2009 |
| Which daily price is less noisy? C Ting Financial Management 35 (3), 81-95, 2006 | 29 | 2006 |
| Chaotic resonance: Two-state model with chaos-induced escape over potential barrier LY Chew, C Ting, CH Lai Physical Review E 72 (3), 036222, 2005 | 24 | 2005 |
| Microscopic chaos and Gaussian diffusion processes LY Chew, C Ting Physica A: Statistical Mechanics and its Applications 307 (3-4), 275-296, 2002 | 21 | 2002 |
| Optimal liquidation strategies and their implications C Ting, M Warachka, Y Zhao Journal of Economic Dynamics and Control 31 (4), 1431-1450, 2007 | 18 | 2007 |
| The impact of transaction duration, volume and direction on price dynamics and volatility AS Tay, C Ting, Y Kuen Tse, M Warachka Quantitative Finance 11 (3), 447-457, 2011 | 16 | 2011 |
| A functional approach to the price impact of stock trades and the implied true price RD Huang, C Ting Journal of Empirical Finance 15 (1), 1-16, 2008 | 16 | 2008 |
| SNMS-Shadow Network Management System. TH Ong, CP Tan, YT Tan, C Ting Recent advances in intrusion detection, 1999 | 16 | 1999 |
| Intraday stock prices, volume, and duration: a nonparametric conditional density analysis AS Tay, C Ting Empirical Economics 30, 827-842, 2006 | 15 | 2006 |
| The implied jump risk of LIBOR rates LK Guan, C Ting, M Warachka Journal of Banking & Finance 29 (10), 2503-2522, 2005 | 13 | 2005 |
| An adaptive algorithm for neocognitron to recognize analog images C Ting, KC Chuang Neural networks 6 (2), 285-299, 1993 | 12 | 1993 |
| Transaction-data analysis of marked durations and their implications for market microstructure AS Tay, C Ting, YK Tse, M Warachka SMU Economics and Statistics Working Paper, No. 09-2004, 2004 | 11 | 2004 |
| Variance risk premiums of commodity ETFs CW Tee, C Ting Journal of Futures Markets 37 (5), 452-472, 2017 | 9 | 2017 |
| Analysis on the origin of directed current from a class of microscopic chaotic fluctuations LY Chew, C Ting Physical Review E 69 (3), 031103, 2004 | 9 | 2004 |
| Monopoles, vortices, and kinks in the framework of noncommutative geometry E Teo, C Ting Physical Review D 56 (4), 2291, 1997 | 9 | 1997 |
| Path integral representation of the Artin braid group CH Lai, C Ting Physics Letters B 265 (3-4), 341-346, 1991 | 8 | 1991 |
| Spinning braid-group representation and the fractional quantum Hall effect C Ting, CH Lai Nuclear Physics B 396 (2-3), 429-464, 1993 | 7 | 1993 |
| Mutual statistics, braid group, and the fractional quantum Hall effect C Ting International Journal of Modern Physics B 6 (19), 3155-3178, 1992 | 7 | 1992 |
| Braid group representation and fractional quantum Hall effect C Ting, CH Lai Modern Physics Letters B 5 (19), 1293-1299, 1991 | 5 | 1991 |
| Cross-section of mini flash crashes and their detection by a state-space approach CW Tee, CHA Ting Available at SSRN 3402783, 2019 | 4 | 2019 |
