Intraday Trading Invariance in the E-Mini S&P 500 Futures Market
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Elsevier BV
Reference57 articles.
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2. An Analysis of Trade-Size Clustering and its Relation to Stealth Trading;Gordon Alexander;Journal of Financial Economics,2007
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4. Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility;Torben G Andersen;Journal of Finance,1996
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