Liquidity Dynamics Around Chinese Stock Market Intraday Price Jumps in
- ISSN号:1009-6124
- 期刊名称:《系统科学与复杂性学报:英文版》
- 时间:0
- 分类:N[自然科学总论]
- 作者机构:[1]School of Finance, Zhejiang Gongshang University, Hangzhou 310018, China, [2]School of Management, University of Chinese Academy of Sciences, Beijing 100190, China., [3]Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China.
- 相关基金:This research was supported by the National Natural Science Foundation under Grant Nos. 71431008, 71532013, 71501170, and Zhejiang Provincial National Science Foundation under Grant No. LQ16G010001. The authors are also appreciated for the fund provided by Zhejiang Provincial Key Research Base for Humanities and Social Science Research (Applied Economics in Zhejiang Gongshang University).
中文摘要:
Email: wandie@amss.ac.cn.
Email: xgyang@iss.ac.cn.