The mechanics of automated trade execution systems
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Intermediation.
Volume (Year): 1 (1990)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/inca/622875
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- repec:att:wimass:9719 is not listed on IDEAS
- Abrache, Jawad & Crainic, Teodor Gabriel & Gendreau, Michel, 2005. "Models for bundle trading in financial markets," European Journal of Operational Research, Elsevier, vol. 160(1), pages 88-105, January.
- Assaf, Ata, 2006. "The stochastic volatility in mean model and automation: Evidence from TSE," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 241-253, May.
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