Intraday interactions between high-frequency trading and...

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Intraday interactions between high-frequency trading and price efficiency

Ammar, Imen Ben, Hellara, Slaheddine
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Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2020.101862
Date:
November, 2020
File:
PDF, 1.15 MB
2020
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