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On the importance of timing specifications in market microstructure research

Thomas Henker and Jianxin Wang

Journal of Financial Markets, 2006, vol. 9, issue 2, 162-179

Date: 2006
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Citations: View citations in EconPapers (40)

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Journal of Financial Markets is currently edited by B. Lehmann, D. Seppi and A. Subrahmanyam

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