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Real-time market microstructure analysis: online transaction cost analysis
by
Azencott, R.
,
Beri, A.
,
Gadhyan, Y.
,
Joseph, N.
,
Lehalle, C.-A.
,
Rowley, M.
Published in
Quantitative finance
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Quantitative Finance
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Asset Pricing, Trading Volume, Bond Interest Rates
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Cost Analysis
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Mathematical Methods In Social Sciences
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Online Securities Trading
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