| Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market | |
| WAN Die; WEI Xianhua; YANG Xiaoguang | |
| 2017 | |
| 卷号 | 30期号:2页码:434 |
| 关键词 | Event study method informed trading liquidity dynamics price jumps price reversal |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5895357 |
| 专题 | 浙江工商大学 |
| 作者单位 | 1.[1]School of Finance, Zhejiang Gongshang University 2.[2]School of Management, University of Chinese Academy of Sciences 3.[3]Academy of Mathematics and Systems Science, Chinese Academy of Sciences |
| 推荐引用方式 GB/T 7714 | WAN Die,WEI Xianhua,YANG Xiaoguang. Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market[J],2017,30(2):434. |
| APA | WAN Die,WEI Xianhua,&YANG Xiaoguang.(2017).Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market.,30(2),434. |
| MLA | WAN Die,et al."Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market".30.2(2017):434. |
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