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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Sure profits via flash strategies and the impossibility of predictable jumps
Fontana, Claudio
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Pelger, Markus
;
Platen, Eckhard
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2017
Persistent link: https://www.econbiz.de/10011778192
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Does more frequent trading increase the volatility? : theoretical evidence at asset and portfolio level
Hong, KiHoon Jimmy
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2013
Persistent link: https://www.econbiz.de/10009744631
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3
Modelling adverse selection on electronic order-driven markets
Mercorelli, Louis R.
;
Michayluk, David
;
Hall, Anthony D.
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2008
Persistent link: https://www.econbiz.de/10003856822
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