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Informed Trading of Futures Markets During the Financial Crisis: Evidence from the VPIN
Lee, Yen-Hsien, Liu, Wen-Chien, Hsieh, Chia-LinVolume:
9
Language:
english
Journal:
International Journal of Economics and Finance
DOI:
10.5539/ijef.v9n9p123
Date:
August, 2017
File:
PDF, 399 KB
english, 2017