✦ LIBER ✦

Quantifying bid-ask spreads in the Chinese stock market using limit-order book data

✍ Scribed by G.-F. Gu; W. Chen; W.-X. Zhou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The components of the bid–ask spread in

✍ Hee-Joon Ahn; Jun Cai; Yasushi Hamao; Richard Y.K Ho 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 237 KB

Empirical shape function of limit-order

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