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We study the relation between limit order flow, market order flow and returns. We develop a model where market-makers face inventory risk and adverse selection and show how prices depend on market and limit order flows. In the model, market-makers receive information through trade with customers...
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A growing literature has begun to focus on the empirical relationship between transportation costs and international trade flows. This survey will document some of the most important recent trends in this literature, including a burgeoning focus on frictions at the border (such as customs...
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