Using high frequency intra - day data, we study the correlations between liquidity and trading activity and their time series property.
本文利用日内交易的高频分时数据，研究了流动性和交易活动之间的相关性和各自的时间序列性质。
Using high frequency intra - day data, we study the correlations between liquidity and trading activity and their time series property.
本文利用日内交易的高频分时数据，研究了流动性和交易活动之间的相关性和各自的时间序列性质。
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