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74

ELECTRONICMARKETS
2006

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The Sensitivity of Effective Spread Estimates to Trade-Quote Matching Algorithms

15 years 2 months ago

The Sensitivity of Effective Spread Estimates to Trade-Quote Matching Algorithms

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Michael S. Piwowar, Li Wei

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Added	12 Dec 2010
Updated	12 Dec 2010
Type	Journal
Year	2006
Where	ELECTRONICMARKETS
Authors	Michael S. Piwowar, Li Wei

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