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~institution:"National Bureau of Economic Research"
~language:"eng"
~person:"MacKinlay, A. Craig"
~subject:"Entrepreneurship approach"
~subject:"Estimation"
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Econometric Models of Limit-Order Executions
Lo, Andrew W.
-
1997
equilibrium models of the
business
cycle. We show that a small" nominal friction in the goods market can make the response of …
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