Inferring the private information content of trades: a regime-switching approach
| Year of publication: |
2003
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|---|---|
| Authors: | Nyholm, Ken |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 18.2003, 4, p. 457-470
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