本文以金融市场微观结构理论为基础,通过将时间窗口缩小来研究中国股市的交易量、收益率和收益率波动的变化特征。
Based on the market microstructure theory, this paper studies on the character of trading volume return and return volatility in China stock market through narrowing the time window.
本文以金融市场微观结构理论为基础,通过将时间窗口缩小来研究中国股市的交易量、收益率和收益率波动的变化特征。
Based on the market microstructure theory, this paper studies on the character of trading volume return and return volatility in China stock market through narrowing the time window.
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