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High-Frequency Trading Patterns around Short-Term Volatility Spikes
Griffith, Todd G, Van Ness, Bonnie F, Van Ness, Robert ALanguage:
english
Journal:
The Journal of Trading
DOI:
10.3905/jot.2017.2017.1.055
Date:
June, 2017
File:
PDF, 3.48 MB
english, 2017