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Does microstructure disparity influence the speed of information flows? — a study of Taiwan and Singapore stock index futures markets
Liu, Ying-Sing, Liau, Yung-Shi, Yang, Jack J. W.Volume:
13
Language:
english
Journal:
Journal of Statistics and Management Systems
DOI:
10.1080/09720510.2010.10701461
Date:
January, 2010
File:
PDF, 210 KB
english, 2010