Xiangqian Meng

Volatility of Stock Return Variance and Capital Gains Tax

Junbo Wang, Zhipeng Yan, Yan Zhao, 2011 .

Nonlinear Connections Between Realized Volatility and High / Low Range Information

B. LeBaron, Xiangqian Meng, 2012 .

A Multiscale Model of High-Frequency Trading

Xiangqian Meng, Richard B. Sowers, Andrei Kirilenko, 2012, Algorithmic Finance.