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~isPartOf:"Discussion papers / Stanford Institute for Economic Policy Research"
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Auction theory
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asymmetric delay
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bid-ask spread
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frequent batch auctions
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high-frequency trading
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information production
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latency
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limit order book
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non-cancellation delay
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order anticipation
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quote fade
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High-Frequency trading and market performance
Baldauf, Markus
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Mollner, Joshua
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2015
Persistent link: https://www.econbiz.de/10011338245
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