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~institution:"Københavns Universitet / Økonomisk Institut"
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Københavns Universitet / Økonomisk Institut
EconWPA
7,760
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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A continuous-time measurement of the buy-sell pressure in a limit order book market
Hall, Anthony D.
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contributor
); …
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2004
Persistent link: https://www.econbiz.de/10001984297
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