Observable Consequences of Trading Structure Differences: On the Use of Variance Ratios in Microstructure Studies
| Year of publication: |
2003
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| Authors: | Ronen, Tavy |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 20.2003, 2, p. 187
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