We investigate the statistical properties of traders' trading behavior using cumulative distribution function (CDF). We analyze exchange data of 52 stocks for one-year period which contains non-manipulated stocks and manipulated stocks published by China Securities Regulatory Commission(CSRC). By an
β¦ LIBER β¦
Statistical properties of daily ensemble variables in the Chinese stock markets
β Scribed by Gao-Feng Gu; Wei-Xing Zhou
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 417 KB
- Volume
- 383
- Category
- Article
- ISSN
- 0378-4371
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