Liquidity dynamics around intraday price jumps in Chinese stock market. - Die Wan; Xianhua Wei; Xiaoguang Yang (J. Syst. Sci. Complex., 2017)

A closed-form quasi-maximum likelihood estimator of bid-ask spread. - Weiyi Liu; Die Wan; Wei Chen 061 (Commun. Stat. Simul. Comput., 2022)