期现货市场订单流动性层面的“遛狗效应”——基于交易量刻度的高频交易数据研究

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1003-207x|24|4|19-26

ISSN: 1003-207x

Source: 中国管理科学, Vol.24, Iss.4, 2016-01, pp. : 19-26

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Abstract