David Eccles School of Business
Salt Lake City, UT 84112
University of Utah - Department of Finance
in Total Papers Downloads
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Extreme price movements, jumps, high-frequency trading
high-frequency trading, trading performance, intraday return predictability, VWAP, trading costs, adverse selection, market efficiency
predatory trading, sunshine trading, trading costs, resiliency, ETFs, crude oil, energy, commodities, futures
trade classification, high-frequency trading, Lee and Ready algorithm, tick rule, market microstructure
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