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Time-Varying Arrival Rates of Informed and Uninformed Trades
Author(s) -
David Easley,
Liuren Wu,
Robert F. Engle,
Maureen O’Hara
Publication year - 2001
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.294870
Subject(s) - actuarial science , econometrics , business , economics

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