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Equity Market Microstructure: Taking Stock of What We Know - The Road from Theory to a Real Marketplace is Indeed Bumpy

Journal of Portfolio Management, Fall 2008
Number of pages: 32 Posted: 04 Mar 2008 Last Revised: 02 Oct 2008
Deutsche Börse AG, Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York, Baruch College - CUNY and Deutsche Börse AG
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Abstract:

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microstructure