ORDER-DRIVEN

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相关领域:经济管理更多>>
相关作者:孙婷婷更多>>
相关机构:深圳大学更多>>
相关期刊:《Journal of Systems Science and Systems Engineering》更多>>
相关基金:中国博士后科学基金国家自然科学基金更多>>
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How do Normal Traders and Sharp Traders Make Profits in the Chinese Security Market?
《Journal of Systems Science and Systems Engineering》2020年第2期203-234,共32页Mingyang Zhang Juliang Zhang TCECheng Guowei Hua 
supported in part by the National Natural Science Foundation of China(NSFC)under grant numbers 71901027;the China Postdoctoral Science Foundation 2019M660509;the Science and Technology Innovation Program of Beijing Forestry Unlversity(BLX201829);the National Natural Science Foundation of China(NSFC)under Grant Nos.71661167009 and 71711530714;NSFC/Research Grants Council under Grant No.3-RAA7.
In this paper,we consider the strategic interaction between the normal and sharp traders in a dynamic limit-order security market and its impact on the Chinese security market at different market volatility levels.We ...
关键词:SHARP TRADER ORDER-DRIVEN MARKET limit-order strategic interaction 
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