Are High-Frequency Traders Anticipating the Order Flow?...

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Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market

Aquilina, Matteo, Ysusi, Carla
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Language:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/S2382626617500058
Date:
May, 2017
File:
PDF, 966 KB
english, 2017
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