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Lu, Jie's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
115 |
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Citations
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Chung, Huimin
National Chiao-Tung University - Graduate Institute of Finance Gao, Cheng
Rutgers University, Department of Economics Lu, Jie
Rutgers, The State University of New Jersey - Rutgers University, New Brunswick/Piscataway Mizrach, Bruce
Rutgers University, Department of Economics
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10 May 12
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Last Revised:
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20 Oct 12
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limit order book, Chinese stock market, microstructure, VAR model
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Lu, Jie
Rutgers, The State University of New Jersey - Rutgers University, New Brunswick/Piscataway Mizrach, Bruce
Rutgers University, Department of Economics
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24 Jan 11
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12 May 11
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48
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chat room, strategic information, individual traders, behavioral finance
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