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BV-VPIN: measuring the impact of order flow toxicity and liquidity on international equity markets
Low, Rand Kwong Yew
;
Li, Te
;
Marsh, Terry Alan
- In:
Journal of risk
21
(
2018/2019
)
2
,
pp. 63-97
Persistent link: https://www.econbiz.de/10011981423
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