John S. Roberts

Community Futures Trading Commission

United States

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Competitive Quote Flipping and Trade Clusters

Number of pages: 61 Posted: 13 Aug 2020 Last Revised: 29 Oct 2020
Raymond P.H. Fishe and John S. Roberts
University of Richmond - E. Claiborne Robins School of Business and Community Futures Trading Commission
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Abstract:

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Order Book, Depth, Quote Flippers, Clustering, E-Mini Futures