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N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.

N°16-56: A Model of Price Impact and Market Maker Latency, J. Rojcek, 2016.

AutorJ. Rojcek
Datum20 Sep. 2016
KategorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2839008

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