Scaling in the distribution of intertrade durations of Chinese stocks

healingraphael 22 0 PDF 2020-05-26 01:05:38

ScalinginthedistributionofintertradedurationsofChinesestocks，蒋志强，陈炜，Thedistributionofintertradedurations,definedasthewaitingtimesbetweentwoconsecutivetransactions,isinvestigatedbaseduponthelimitorderbookdataof23liquidChine

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Scaling in the distribution of intertrade durations of Chinese stocks

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