Microstructure invariance in U.S. stock market trades

Journal of Financial Markets 2019 / 10

Microstructure invariance in U.S. stock market trades

Kyle, Albert S., Obizhaeva, Anna A., Tuzun, Tugkan
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Language:
english
Journal:
Journal of Financial Markets
DOI:
10.1016/j.finmar.2019.100513
Date:
October, 2019
File:
PDF, 12.32 MB
english, 2019
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