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Time-Varying Arrival Rates of Informed and Uninformed Trades
Easley, D., Engle, R. F., O'Hara, M., Wu, L.Volume:
6
Language:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbn003
Date:
December, 2007
File:
PDF, 681 KB
english, 2007