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Sciancalepore, Christopher - Hasbrouck Heights, NJ Semerik, Mark - Brooklyn, NY Serota, Luis - Bronx, NY Shiuey, Eric - Caldwell, NJ Siva, Arjuna - Summit, NJ
Hasbrouck also augmented this with actual signed volume and signed quadratic volume. Unfortunately the current data set does not contain quotes or information on transaction ...
... Hugh Luckock University of Sydney September 2001 Abstract A model of limit order mark et is ... limit order markets, including those by Biais, Hillion andSpatt (1995) and Hamaoand Hasbrouck ...
Sciancalepore, Christopher - Hasbrouck Heights, NJ Seifer, Charles - Holmdel, NJ Semerik, Mark - Brooklyn, NY Serota, Luis - Bronx, NY Shah, Rishi - Metuchen, NJ
... ABT 1840, Jonathan ABT 1825, Lucy Ann ABT 1829, Mark, Mark J 1795, Mark Jerome 25 DEC ... HASBROUCK: T Henry, William ABT 1836, HASEY: Joseph ABT 1656, HASSE: Hester 20 MAR 1650,
Sciancalepore, Christopher - Hasbrouck Heights, NJ Semerik, Mark - Brooklyn, NY Serota, Luis - Bronx, NY Shiuey, Eric - Caldwell, NJ Siva, Arjuna - Summit, NJ
Hasbrouck also augmented this with actual signed volume and signed quadratic volume. Unfortunately the current data set does not contain quotes or information on ...
... Hugh Luckock University of Sydney September 2001 Abstract A model of limit order mark ... order markets, including those by Biais, Hillion andSpatt (1995) and Hamaoand Hasbrouck ...
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