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Information or noise: What does algorithmic trading incorporate into the stock prices?
Zhou, Hao, Elliott, Robert J., Kalev, Petko S.Langue:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2019.02.006
Date:
March, 2019
Fichier:
PDF, 2.25 MB
english, 2019