How rigged are stock markets? Evidence from microsecond...

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How rigged are stock markets? Evidence from microsecond timestamps

Bartlett, Robert P., McCrary, Justin
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Language:
english
Journal:
Journal of Financial Markets
DOI:
10.1016/j.finmar.2019.06.003
Date:
June, 2019
File:
PDF, 759 KB
english, 2019
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