THE MARKET - THE VOLUME CLOCK: Insights into the High-Frequency Paradigm
| Year of publication: |
2012
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|---|---|
| Authors: | Easley, David ; López De Prado, Marcos M ; O'Hara, Maureen |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 39.2012, 1, p. 19-30
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