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Profitability of pairs trading strategy in an illiquid market with multiple share classes
Broussard, John Paul, (2012)
A new value-weighted total return index for the Finnish stock market
Nyberg, Peter, (2009)
Profitability of pairs tradings strategy in an illiquid market with multiple share classes
The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange
Rose, Annica, (2014)
Systematic trading behaviour and its informational effect: evidence from the OMXH