Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (Q658641)

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Order aggressiveness, pre-trade transparency, and long memory in an order-driven market
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    Order aggressiveness, pre-trade transparency, and long memory in an order-driven market (English)
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    author
    Ryuichi Yamamoto
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    publication date
    13 January 2012
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    zbMATH DE Number
    5996951
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