DTER and DTTER as High-Frequency Trading Efficiency Ratios

DTER and DTTER as High-Frequency Trading Efficiency Ratios

Martins, Carlos Jorge Lenczewski
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Volume:
12
Language:
english
Journal:
The Journal of Trading
DOI:
10.3905/jot.2017.12.4.039
Date:
September, 2017
File:
PDF, 1.04 MB
english, 2017
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