The position profiles of order cancellations in an emerging stock market

Author: Gu Gao-Feng   Xiong Xiong   Ren Fei   Zhou Wei-Xing   Zhang Wei  

Publisher: IOP Publishing

ISSN: 1742-5468

Source: Journal of Statistical Mechanics: Theory and Experiment, Vol.2013, Iss.4, 2013-04, pp. : 0-16

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Abstract