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A primer on program trading and stock price volatility: a survey of the issues and the evidence

Year of publication:
1990
Authors: Duffee, Gregory ; Kupiec, Paul ; White, Patricia
Institutions: Federal Reserve Board (Board of Governors of the Federal Reserve System)
Subject: Stock | Prices
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Series:
Finance and Economics Discussion Series.
Type of publication: Book / Working Paper
Notes:
Number 109
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005721257
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