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N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.
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N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.
Autor
J. Rojcek
Datum
20. Sept. 2016
Kategorie
Working Papers
Link
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2839008
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