High-frequency liquidity in the Chinese stock market : measurements, patterns, and determinants
Chaoyi Zhao, Yufan Chen, Lintong Wu, Yuehao Dai, Ermo Chen, Lan Wu, Ruixun Zhang
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhao, Chaoyi ; Chen, Yufan ; Wu, Lintong ; Dai, Yuehao ; Chen, Ermo ; Wu, Lan ; Zhang, Ruixun |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 90.2025, Art.-No. 102681, p. 1-30
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| Subject: | Chinese stock market | Aggressive–passive imbalance | Bid–ask spread | Market liquidity | China | Aktienmarkt | Stock market | Marktliquidität | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2025.102681 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015402990