Empirical shape function of limit-order books in the...

Empirical shape function of limit-order books in the Chinese stock market

Gao-Feng Gu, Wei Chen, Wei-Xing Zhou
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Volume:
387
Year:
2008
Language:
english
Pages:
7
DOI:
10.1016/j.physa.2008.05.008
File:
PDF, 823 KB
english, 2008
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