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~isPartOf:"Journal of financial markets"
~person:"Andersen, Torben"
~person:"Corbet, Shaen"
~person:"Ma, Feng"
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Börsenkurs
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Electronic trading
2
Elektronisches Handelssystem
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Flash crash
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Forecasting model
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Andersen, Torben
Corbet, Shaen
Ma, Feng
Stivers, Christopher T.
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Cepni, Oguzhan
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Journal of financial markets
Energy economics
22
Working paper / National Bureau of Economic Research, Inc.
15
International review of financial analysis
13
Journal of econometrics
12
Finance research letters
10
Applied economics
8
International review of economics & finance : IREF
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CREATES research paper
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Economic modelling
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International journal of finance & economics : IJFE
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International journal of forecasting
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Journal of international financial markets, institutions & money
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China finance review international
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
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Journal of financial economics
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
2
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
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