• 交易深度 - 引用次数：4

  Secondly, I compare the statistical results for high-price stocks and low-price stocks and find that differences of the bid-ask spread and quoted depth are significant between high-price stocks and low-price stocks, and no differences for the volume.

  其次，通过对比高价股和低价股各统计指标，发现高价股的买卖价差和交易深度显著低于低价股，在交易量方面没有差异。

  参考来源 - 中国证券市场最小报价单位调整的效应分析

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