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trialanderror


Total Posts: 49
Joined: Feb 2019
 
Posted: 2020-10-19 08:13
Hi all,

As written in the title, looking for modern papers on the time interval between orders and trades to quote as sources in my paper, a couple of old relevant ones are Easley and O'Hara (1992), Harris (1994) and Pagano (1989).

Thanks,

Nous promettons selon nos espérances, et nous tenons selon nos craintes.
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