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Order flow segmentation, liquidity and price discovery: the role of latency delays

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Authors and Corporations: Brolley, Michael (Author), Cimon, David A. (Author)
Other Authors: Cimon, David A. [Author]
Type of Resource: E-Book
Language: English
[Ottawa] Bank of Canada [2018]
Series: Bank of Canada: Staff working paper ; 2018, 16 (April 2018)
Source: Verbunddaten SWB
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Notes: Zusammenfassung in französischer Sprache