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The effectiveness of the order-splitting strategy : an analysis of unique data
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Estimating a regime switching pairs trading model
Elliott, Robert J., (2018)
Options trading strategies and equity risk premia
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Traders' strategic behavior in an index options market
Eom, Kyong Shik, (2005)
Autocorrelation and partial price adjustment
Anderson, Robert M., (2013)
Duration analysis of corporate bankruptcy in the presence of competing risks
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