Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects.
| Autor: | Harford, Jarrad1 jarrad@u.washington.edu, Kaul, Aditya2 akaul@ualberta.ca |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Mar2005, Vol. 40 Issue 1, p29-55. 27p. 11 Charts. |
| Databáze: | Business Source Ultimate |
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