High-Frequency Trading and Its Impact on Exogenous Liquidity Risk of China's Stock Index Futures Market before and after Trading Restrictions

Guangwei Shi, Yun Chen. High-Frequency Trading and Its Impact on Exogenous Liquidity Risk of China's Stock Index Futures Market before and after Trading Restrictions. Complexity, 2020, 2020. [doi]

@article{ShiC20-4,
  title = {High-Frequency Trading and Its Impact on Exogenous Liquidity Risk of China's Stock Index Futures Market before and after Trading Restrictions},
  author = {Guangwei Shi and Yun Chen},
  year = {2020},
  doi = {10.1155/2020/9192841},
  url = {https://doi.org/10.1155/2020/9192841},
  researchr = {https://researchr.org/publication/ShiC20-4},
  cites = {0},
  citedby = {0},
  journal = {Complexity},
  volume = {2020},
}