Information Journal Paper
APA:
CopyCHUNG, SH., & WEI, P.. (2005). THE RELATIONSHIP BETWEEN BID–ASK SPREADS AND HOLDING PERIODS: THE CASE OF CHINESE A AND B SHARES. GLOBAL FINANCE JOURNAL, 15(3), 239-249. SID. https://sid.ir/paper/655103/en
Vancouver:
CopyCHUNG SH., WEI P.. THE RELATIONSHIP BETWEEN BID–ASK SPREADS AND HOLDING PERIODS: THE CASE OF CHINESE A AND B SHARES. GLOBAL FINANCE JOURNAL[Internet]. 2005;15(3):239-249. Available from: https://sid.ir/paper/655103/en
IEEE:
CopySH. CHUNG, and P. WEI, “THE RELATIONSHIP BETWEEN BID–ASK SPREADS AND HOLDING PERIODS: THE CASE OF CHINESE A AND B SHARES,” GLOBAL FINANCE JOURNAL, vol. 15, no. 3, pp. 239–249, 2005, [Online]. Available: https://sid.ir/paper/655103/en