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- W2364706087 abstract "Firstly, market depth connotation is researched, then, this paper proposes a new way of measuring effective (transaction) depth,buyer depth and seller depth from the point of the distribution for stock price and quantity. Finally, by (applying) the measurement method of effective transaction depth, the intra-day temporal character and inter-day feature (figures) on Shanghai market depth are depicted and a pattern of crude M about the intra-day temporal depth is also (supported.)" @default.
- W2364706087 created "2016-06-24" @default.
- W2364706087 creator A5041694376 @default.
- W2364706087 date "2004-01-01" @default.
- W2364706087 modified "2023-09-28" @default.
- W2364706087 title "Depth Measurement on Stock Liquidity under the Distribution for Price and Quantity" @default.
- W2364706087 hasPublicationYear "2004" @default.
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