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An Analysis of Extreme Price Shocks and Illiquidity Among Systematic Trend Followers
Author(s) -
Bernard T. Lee,
Shih-Fen Cheng,
Annie Koh
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1546458
Subject(s) - economics , econometrics , monetary economics , financial economics

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