Modeling stock pinning (Q3605241)

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Modeling stock pinning
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    title
    Modeling stock pinning (English)
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    author
    Marc Jeannin
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    Giulia Iori
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    David A. Samuel
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    publication date
    23 February 2009
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    zbMATH DE Number
    5509841
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    zbMATH Keywords
    hedging strategies
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    pinning effect
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    microstrucutre modeling
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