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Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading
Author:
Joel Hasbrouck
ISBN: 9780195301649 (Hardcover)
Publisher: Oxford University Press
Year: 2007
Author:
Daniel TopaDavid McMahon
ISBN: 1584884673 (Paperback)
Publisher: Chapman & Hall/CRC
Year: 2006
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