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~institution:"C.E.P.R. Discussion Papers"
~subject:"nasdaq"
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Price Discovery in Tick Time
Frijns, Bart
;
Schotman, Peter C
-
C.E.P.R. Discussion Papers
-
2004
In this Paper we propose a tick time model for dealer quote interactions using ultra-
high-frequency
data
. This model …
Persistent link: https://www.econbiz.de/10005666622
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