Intraday pattern in bid ask spreads and its power law relaxation for Chinese A s

Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks，倪晓晖，周炜星，We use high-frequency data of 1364 Chinese A-share stocks traded on the Shanghai Stock Exchange and Shenzhen Stock Exchange to investigate the intraday patterns in the bid-ask spre