搜索结果: 1-1 共查到“货币银行学 periods”相关记录1条 . 查询时间(0.031 秒)
The nature of price returns during periods of high market activity
price returns periods market activity
2010/10/22
By studying all the trades and best bids/asks of ultra high frequency snapshots recorded from the order books of a basket of 10 futures assets, we bring qualitative empirical evidence that the impact...