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~accessRights:"restricted"
~person:"Chen, Louisa"
~person:"Sandås, Patrik"
~person:"Tetlock, Paul C."
~subject:"Bid-ask spread"
~subject:"Marktliquidität"
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Chen, Louisa
Sandås, Patrik
Tetlock, Paul C.
Werner, Ingrid M.
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ECONIS (ZBW)
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1
Judgment day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J.
;
Chen, Louisa
;
Ranaldo, Angelo
; …
- In:
Journal of international economics
140
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014266561
Saved in:
2
Asset pricing in the dark : the cross section of OTC stocks
Ang, Andrew
;
Shtauber, Assaf A.
;
Tetlock, Paul C.
-
2013
Persistent link: https://www.econbiz.de/10009788143
Saved in:
3
The impact of iceberg orders in limit order books
Frey, Stefan
;
Sandås, Patrik
- In:
The quarterly journal of finance
7
(
2017
)
3
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011774142
Saved in:
4
Imperfect market-monitoring and soes trading
Foucault, Thierry
-
1999
Persistent link: https://www.econbiz.de/10013422887
Saved in:
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