Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data.
| Autor: | Hasbrouck, Joel1 jhasbrou@stern.nyu.edu |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Jun2004, Vol. 39 Issue 2, p305-326. 22p. 4 Charts, 2 Graphs. |
| Databáze: | Business Source Ultimate |
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