An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE

L. Spierdijk
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L. Spierdijk: Tilburg University, Center For Economic Research

No 2002-30, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: vector autoregressive models; prices; trade; duration ananlysis (search for similar items in EconPapers)
Date: 2002
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