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Order dynamics: Recent evidence from the NYSE

Andrew Ellul, Craig W. Holden, Pankaj Jain, and Robert Jennings. Journal of Empirical Finance 14(5):636--661 (December 2007)

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http://www.sciencedirect.com/science/article/B6VFG-4NDVGXC-1/1/109aeb772f001e7b7b0da1b9e26bdbf1
BibTeX key:
Ellul2007
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