Empirical regularities of order placement in the Chinese stock market

EmpiricalregularitiesoforderplacementintheChinesestockmarket，顾高峰，陈炜，Usingultra-high-frequencydataextractedfromtheorderflowsof23stockstradedontheShenzhenStockExchange,westudytheempiricalregularitiesoforderplacementintheope