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On the informational efficiency of simple scoring rules
Goertz, Johanna M. M.
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Maniquet, François
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2009
Persistent link: https://www.econbiz.de/10003859007
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What pieces of limit order book information are informative?
Pascual, Roberto
;
Veredas, David
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2004
Persistent link: https://www.econbiz.de/10002344169
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