Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-01 (All new papers)
- NEP-MST-2011-11-01 (Market Microstructure)
- NEP-TRA-2011-11-01 (Transition Economics)
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