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Scheduled Macro-News Effects on a Euro/US Dollar Limit Order Book around the 2008 Financial Crisis
Ben Omrane, Walid, Tao, Yusi, Welch, RobertLanguage:
english
Journal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2017.05.003
Date:
May, 2017
File:
PDF, 1.40 MB
english, 2017