The Influence of Information Arrival on Market Microstructure: Evidence from Three Related Markets
Year of publication: |
1999
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Authors: | Lee, Chun I. ; Mathur, Ike |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 34.1999, 1, p. 1-26
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