Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese a-share stocks

Journal of the Korean Physical Society

Volumn 54, Issue 2, 2009, Pages 786-791

  Ni, Xiao Hui ^a   Zhou, Wei Xing ^a,b  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Bid ask spreads; Chinese storks; Econophysics; Intraday pattern; Power law; Relaxation dynamics

Indexed keywords

EID: 62149129642     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: 10.3938/jkps.54.786     Document Type: Article

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