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~person:"Hamelink, Foort"
~source:"als-doc"
~subject:"Economic Value Added"
~subject:"Ökonometrie"
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Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse
Hamelink, Foort
This paper deals with the intra-day behavior of asset prices shortly before and after large price changes.
Persistent link: https://www.econbiz.de/10005843144
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