Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects
Year of publication: |
2005
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Authors: | Harford, Jarrad ; Kaul, Aditya |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 40.2005, 1, p. 29-56
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