【作者(必填)】陈炜

【文题(必填)】投资者订单提交行为、订单簿特征与数量化交易研究 : Order submission behavior, shape of order book and quantity trade
【年份(必填)】2012

【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A(cdc27ac0f5f48d593f7bc59fd1798164)&filter=sc_long_sign&tn=SE_baiduxueshu_c1gjeupa&ie=utf-8&sc_ks_para=q%3D%E6%8A%95%E8%B5%84%E8%80%85%E8%AE%A2%E5%8D%95%E6%8F%90%E4%BA%A4%E8%A1%8C%E4%B8%BA%E3%80%81%E8%AE%A2%E5%8D%95%E7%B0%BF%E7%89%B9%E5%BE%81%E4%B8%8E%E6%95%B0%E9%87%8F%E5%8C%96%E4%BA%A4%E6%98%93%E7%A0%94%E7%A9%B6%20%3A%20Order%20submission%20behavior%2C%20shape%20of%20order%20book%20and%20quantity%20trade