Speed and learning in high-frequency auctions

Journal of Financial Markets 2020 / 6

Speed and learning in high-frequency auctions

Haas, Marlene, Khapko, Mariana, Zoican, Marius
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Journal:
Journal of Financial Markets
DOI:
10.1016/j.finmar.2020.100583
Date:
June, 2020
File:
PDF, 573 KB
2020
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