Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	microstructure, execution_costs
Authors	Tian Qiu, Guang Chen, Li-Xin Zhong, Xiao-Run Wu
Published	2011-10-20
Source	arXiv Quantitative Finance History
Identifiers	arxiv:1110.4455
URL	Open original source

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