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Intraday price dynamics in spot and derivatives markets Kim, Jun Sik; Ryu, Doojin, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.394, pp.247 - 253, 2014-01 |
Learning multi-market microstructure from order book data Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.9, pp.1517 - 1529, 2019-09 |
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