An empirical analysis of the Shanghai and Shenzhen limit...

Economic Modelling 2013 / 08 Vol. 34

An empirical analysis of the Shanghai and Shenzhen limit order books

Chung, Huimin, Gao, Cheng, Lu, Jie, Mizrach, Bruce
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Volume:
34
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2012.11.055
Date:
August, 2013
File:
PDF, 148 KB
english, 2013
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