Which trades move prices in emerging markets?: Evidence from China's stock market
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Bibliographic InfoArticle provided by Elsevier in its journal Pacific-Basin Finance Journal.
Volume (Year): 14 (2006)
Issue (Month): 5 (November)
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Web page: http://www.elsevier.com/locate/pacfin
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- Liu, Chun & Maheu, John M., 2012. "Intraday dynamics of volatility and duration: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 329-348.
- Chung, Huimin & Gao, Cheng & Lu, Jie & Mizrach, Bruce, 2013.
"An empirical analysis of the Shanghai and Shenzhen limit order books,"
Elsevier, vol. 34(C), pages 37-41.
- Huimin Chung & Jie Lu & Bruce Mizrach, 2009. "An Empirical Analysis of the Shanghai and Shenzen Limit Order Books," CQE Working Papers 0109, Center for Quantitative Economics (CQE), University of Muenster.
- Huimin Chung & Cheng Gao & Jie Lu & Bruce Mizrach, 2013. "An Empirical Analysis of the Shanghai and Shenzhen Limit Order Books," Departmental Working Papers 201319, Rutgers University, Department of Economics.
- Long, Wen & Mok, Henry M.K. & Hu, Yan & Wang, Huiwen, 2009. "The style and innate structure of the stock markets in China," Pacific-Basin Finance Journal, Elsevier, vol. 17(2), pages 224-242, April.
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