Empirical shape function of limit-order books in the Chinese stock market
Year of publication: |
2008
|
---|---|
Authors: | Gu, Gao-Feng ; Chen, Wei ; Zhou, Wei-Xing |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 21, p. 5182-5188
|
Publisher: |
Elsevier |
Subject: | Econophysics | Stock markets | Continuous double action | Limit-order book shape | Microstructure theory |
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