Empirical regularities of order placement in the Chinese stock market

一缕游魂 34 0 PDF 2020-05-26 05:05:13

EmpiricalregularitiesoforderplacementintheChinesestockmarket，顾高峰，陈炜，Usingultra-high-frequencydataextractedfromtheorderflowsof23stockstradedontheShenzhenStockExchange,westudytheempiricalregularitiesoforderplacementintheope

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Empirical regularities of order placement in the Chinese stock market

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