2 papers
q-fin.PM2012
Coal Enterprise Management and Asynchronism of Return
Kenan Qiao
For researching the association between coal enterprise management and return in financial market, this paper applies the method of time difference relevance and PageRank method to…
q-fin.TR2012
Market Liquidity and Convexity of Order Book (Evidence From China)
Kenan Qiao
Market liquidity plays a vital role in the field of market micro-structure, because it is the vigor of the financial market. This paper uses a variable called convexity to measure…