Liquidity dynamics around intraday price jumps in Chinese stock market
Crossref DOI link: https://doi.org/10.1007/s11424-016-5033-4
Published Online: 2016-12-29
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wan, Die
Wei, Xianhua
Yang, Xiaoguang
License valid from 2016-12-29