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A reverse index futures split effect on liquidity and market dynamics
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The relation between intraday limit order book depth and spread
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Insiderhandel und Optionspreisspannen
Behr, Matina L., (2000)
The role of liquidity in futures market innovations
Cuny, Charles John, (1993)
Liquidity in financial markets
Cuny, Charles John, (1989)
Professional investor re-entry and the January effect
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