中国科学院数学与系统科学研究院期刊网
Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market
WAN Die,WEI Xianhua,YANG Xiaoguang
Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market
WAN Die,WEI Xianhua,YANG Xiaoguang
Journal of Systems Science and Complexity . 2017, (2): 434 -463 .  DOI: 10.1007/s11424-016-5033-4