Research on stock liquidity based on trade size, order imbalance in Shanghai A-share market
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Publication:3402691
zbMATH Open1199.91261MaRDI QIDQ3402691FDOQ3402691
Authors: Wentao Gao, Xianzhong Meng, Shao-Jun Zhang 
Publication date: 12 February 2010
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Auctions, bargaining, bidding and selling, and other market models (91B26)
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