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Empirical regularities of order placement in the Chinese stock market

上传者: 2020-05-26 05:58:13上传 PDF文件 485.56KB 热度 35次
EmpiricalregularitiesoforderplacementintheChinesestockmarket,顾高峰,陈炜,Usingultra-high-frequencydataextractedfromtheorderflowsof23stockstradedontheShenzhenStockExchange,westudytheempiricalregularitiesoforderplacementintheope
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