A Study on the Measurement and Pricing of Individual Stock Ambiguity——Evidence From High-frequency Trading Data in China's A-share Market, 2005~2023

A Study on the Measurement and Pricing of Individual Stock Ambiguity——Evidence From High-frequency Trading Data in China's A-share Market, 2005~2023

Dongdong Luo, Ke Feng

PDF(1349 KB)

PDF(1349 KB)

Journal of Industrial Technological Economics ›› 2025, Vol. 44 ›› Issue (5) : 133-142. DOI: 10.3969/j.issn.1004-910X.2025.05.014

Enterprise Economy

A Study on the Measurement and Pricing of Individual Stock Ambiguity——Evidence From High-frequency Trading Data in China's A-share Market, 2005~2023

{{article.zuoZhe_EN}}

Author information +

History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations

{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2025, 44(5): 133-142 https://doi.org/10.3969/j.issn.1004-910X.2025.05.014

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}

{{article.copyrightLicense_en}}

PDF(1349 KB)

Accesses

Citation

Detail

Sections

Recommended

/

〈

〉