Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency
| Autor: | Ligot, Stephanie, Gillet, Roland, Veryzhenko, Iryna |
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| Zdroj: | In Journal of International Financial Markets, Institutions & Money November 2021 75 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect