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	Liquidity Dynamics Around Chinese Stock Market Intraday Price Jumps in
	WAN Die[1]; WEI Xianhua[2]; YANG Xiaoguang[3]
	2017
卷号	30期号:2页码:434
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5569729
专题	浙江工商大学
作者单位	1.[1]School of Finance, Zhejiang Gongshang University, Hangzhou 310018, China 2.[2]School of Management, University of Chinese Academy of Sciences, Beijing 100190, China. 3.[3]Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China.
推荐引用方式 GB/T 7714	WAN Die[1],WEI Xianhua[2],YANG Xiaoguang[3]. Liquidity Dynamics Around Chinese Stock Market Intraday Price Jumps in[J],2017,30(2):434.
APA	WAN Die[1],WEI Xianhua[2],&YANG Xiaoguang[3].(2017).Liquidity Dynamics Around Chinese Stock Market Intraday Price Jumps in.,30(2),434.
MLA	WAN Die[1],et al."Liquidity Dynamics Around Chinese Stock Market Intraday Price Jumps in".30.2(2017):434.

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