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Real-time market microstructure analysis: online transaction cost analysis
Azencott, R., Beri, A., Gadhyan, Y., Joseph, N., Lehalle, C.-A., Rowley, M.Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2014.884283
Date:
July, 2014
File:
PDF, 2.58 MB
english, 2014