Financial Econometrics and Empirical Market Microstructure...

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Financial Econometrics and Empirical Market Microstructure || How Tick Size Affects the High Frequency Scaling of Stock Return Distributions

Bera, Anil K., Ivliev, Sergey, Lillo, Fabrizio
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Volume:
10.1007/97
Year:
2015
Language:
english
DOI:
10.1007/978-3-319-09946-0_6
File:
PDF, 875 KB
english, 2015
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