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~person:"Bhunia, Asoke Kumar"
~person:"Bondarenko, Oleg"
~person:"Zhao, Wanli"
~subject:"Volatility"
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Assessing measures of order flow toxicity and early warning signals for market turbulence
Andersen, Torben
;
Bondarenko, Oleg
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
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pp. 1-54
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