An empirical analysis of the Shanghai and Shenzhen limit order books
Huimin Chung; Cheng Gao; Jie Lu; Bruce Mizrach
| Year of publication: |
2013
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|---|---|
| Authors: | Chung, Huimin ; Gao, Cheng ; Lu, Jie ; Mizrach, Bruce Marshall |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 34.2013, p. 37-41
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| Subject: | Limit order book | Chinese stock market | Microstructure | VAR model | China | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Shanghai | VAR-Modell | Börsenhandel | Stock exchange trading | Schätzung | Estimation | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010360623