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You can't always get what you want: Trade-size clustering and quantity choice in liquidity

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  • Moulton, Pamela C.

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  • Moulton, Pamela C., 2005. "You can't always get what you want: Trade-size clustering and quantity choice in liquidity," Journal of Financial Economics, Elsevier, vol. 78(1), pages 89-119, October.
    • Handle: RePEc:eee:jfinec:v:78:y:2005:i:1:p:89-119
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