Intraday相关论文
本文在考虑买卖双方间不对称流动性及其不对称程度大小的基础上,计算买卖双方的流动性成本,对已有的流动性调整收益率方法进行扩展......
This paper proposes a simple two-step nonparametric procedure to estimate the intraday jump tail and measure the jump ta......