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RT @carlcarrie: Rolling correlation, average order book volume and market impact analyzed for stocks in Japan - #TCA https://t.co/ciHPnjFT…
RT @carlcarrie: Rolling correlation, average order book volume and market impact analyzed for stocks in Japan - #TCA https://t.co/ciHPnjFT…
RT @carlcarrie: Rolling correlation, average order book volume and market impact analyzed for stocks in Japan - #TCA https://t.co/ciHPnjFT…
Rolling correlation, average order book volume and market impact analyzed for stocks in Japan - #TCA https://t.co/ciHPnjFTrn
Analyses of Daily Market Impact Using Execution and Order Book Information https://t.co/QqauSNMaMa #Physics