Analysis of Trading Volume Behavior Under Continuous Double Auction Mechanism in Limit Order Markets
Analysis of Trading Volume Behavior Under Continuous Double Auction Mechanism in Limit Order Markets
关键词
金融市场
微观结构
贸易量
拍卖机制
financial market microstructure
continuous double auction
limit order book
trading volume
Poisson process
simulation
-
1Cristiana Tudor,Dumitru Miron.Testing the impact of trading volume on market return and volatility: The case of the Romanian stock market[J].China-USA Business Review,2009,8(4):8-15.
-
2Sirirat Thammasiri,Suluck Pattarathammas.Trading volume and returns relationship in SET50 index futures market[J].Chinese Business Review,2010,9(1):11-22.
-
3WANG Xue.Voluntary disclosure behavior and strategy in Chinese listed companies[J].Journal of Modern Accounting and Auditing,2008,4(4):36-43. 被引量:1
-
4Salako adewunmi Emmanuel.Determinants of nominal exchange rate behavior evidence from China[J].商情,2013(11):109-109.
-
5石荣丽,阳浙江.中国证券投资基金“羊群行为”实证研究[J].经济论坛,2004(7):93-94. 被引量:3
-
6Dongdong Wang,Bo Wang,Suyan Shen.Analysis of Employers' Dishonest Behavior in Social Security Contributions: Based on the Perspective of Game Theory[J].International English Education Research,2015(5):104-106.
-
7Market-Based Screening Mechanism to Be Set up for Credit Institutions[J].China's Foreign Trade,2004(13):8-8.
-
8人民币汇率形成机制[J].河北金融,2011(9):52-52.
-
9Market-determined Interest Rate Mechanism to Start Operation[J].China's Foreign Trade,2007(1):52-52.
-
10Enrico Laghi Michele Di Marcantonio Maria Teresa Bianchi.An Assessment of the Within-Year Seasonality in the Loan Loss Provisioning Behavior of European Banks[J].Journal of Modern Accounting and Auditing,2014,10(12):1167-1186.