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Competition for order execution
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Piecewise linear
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A
piecewise
linear
model for trade sign inference
Blazejewski, Adam
;
Coggins, Richard
-
EconWPA
-
2004
develop an empirical model for trade sign (trade initiator) inference. The new model is a
piecewise
linear
parameterization of …
Persistent link: https://www.econbiz.de/10005134872
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