Empirical shape function of limit-order books in the Chinese stock market

✍ Scribed by Gao-Feng Gu; Wei Chen; Wei-Xing Zhou

• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 823 KB
• Volume: 387
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2008.05.008