Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets
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Bibliographic InfoPaper provided by Federal Reserve Bank of Chicago in its series Working Paper Series, Issues in Financial Regulation with number 93-11.
Date of creation: 1993
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- Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
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