Systematic patterns before and after large price changes: evidence from high frequency data from the Paris Bourse
| Year of publication: |
2003
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|---|---|
| Authors: | Hamelink, Foort |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 22.2003, 6, p. 533-550
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