Order flow dynamics around extreme price changes on an emerging stock market
- Guo Hua Mu
- , Wei Xing Zhou*
- , Wei Chen
- , János Kertész
*Corresponding author for this work
- East China University of Science and Technology
- Budapest University of Technology and Economics
- Chinese Academy of Sciences
- Shenzhen Stock Exchange
- Hungarian Academy of Sciences
Research output: Contribution to journal › Article › peer-review