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High frequency data in financial markets: Issues and applications

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  • Goodhart, Charles A. E.
  • O'Hara, Maureen
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    Article provided by Elsevier in its journal Journal of Empirical Finance.

    Volume (Year): 4 (1997)
    Issue (Month): 2-3 (June)
    Pages: 73-114

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    Handle: RePEc:eee:empfin:v:4:y:1997:i:2-3:p:73-114
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