The dealers ride again:volatility and order flow dynamics in a hybrid market

Ellul, Andrew (2001) The dealers ride again:volatility and order flow dynamics in a hybrid market. [Working paper]

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Item Type	Working paper
Departments	Financial Markets Group Economics
Date Deposited	28 Aug 2009 10:01
URI	https://researchonline.lse.ac.uk/id/eprint/25041

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