Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Empirical distributions of Chinese stock returns at different
  microscopic timescales   We study the distributions of event-time returns and clock-time returns at
different microscopic timescales using ultra-high-frequency data extracted from
the limit-order books of 23 stocks traded in the Chinese stock market in 2003.
We find that the returns at the one-trade timescale obey the inverse cubic law.
For larger timescales (2-32 trades and 1-5 minutes), the returns follow the
Student distribution with power-law tails. With the decrease of timescale, the
tail becomes fatter, which is consistent with the vibrational theory.

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The categories of this paper are: dg-ga
9
The categories of this paper are: nlin
27
The categories of this paper are: comp-gas
15
The categories of this paper are: nucl-ex
14
The categories of this paper are: math-ph
21
The categories of this paper are: adap-org
22
The categories of this paper are: chao-dyn
19
The categories of this paper are: eess
28
The categories of this paper are: alg-geom
26
The categories of this paper are: bayes-an
11
The categories of this paper are: hep-lat
36
The categories of this paper are: cmp-lg
29
The categories of this paper are: funct-an
34
The categories of this paper are: chem-ph
20
The categories of this paper are: acc-phys
32
The categories of this paper are: atom-ph