An empirical analysis of the Shanghai and Shenzhen limit order books
Year of publication: |
2013
|
---|---|
Authors: | Chung, Huimin ; Gao, Cheng ; Lu, Jie ; Mizrach, Bruce |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 34.2013, C, p. 37-41
|
Publisher: |
Elsevier |
Subject: | Limit order book | Chinese stock market | Microstructure | VAR model |
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