Quantifying bid-ask spreads in the Chinese stock market using limit-order book data - Intraday pattern, probability distribution, long memory, and multifractal natureG.-F. Gu, W. Chen and W.-X. ZhouEur. Phys. J. B, 57 1 (2007) 81-87DOI: https://doi.org/10.1140/epjb/e2007-00158-7