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    ELECTRONICMARKETS
    2006
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    The Sensitivity of Effective Spread Estimates to Trade-Quote Matching Algorithms

    13 years 11 months ago
    The Sensitivity of Effective Spread Estimates to Trade-Quote Matching Algorithms
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    Michael S. Piwowar, Li Wei
    claim paper
    Added 12 Dec 2010
    Updated 12 Dec 2010
    Type Journal
    Year 2006
    Where ELECTRONICMARKETS
    Authors Michael S. Piwowar, Li Wei
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