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The top documents tagged [limit order prices]
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Auction and Markets 73-340
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Chapter 22 Market Microstructure 1.Limit Order Markets 2.Oligopoly 3.The Direction of Trade
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This paper is about model of volume and volatility in FX market Our model consists of 4 parts; 1. M odel of Order Flow Generation 2. Model of Price Determination
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Auction and Markets 73-340 Professor Robert A. Miller January 2010 Teaching assistant:Hao Xue Email:
[email protected]
@andrew.cmu.edu
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Strategic Corporate Management 45-975
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