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Microstructure of world trading markets: Hans R. Stoll, Norwell, MA: Kluwer Academic Publishers, 1993, 154 pp

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  • Aggarwal, Raj

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  • Aggarwal, Raj, 1995. "Microstructure of world trading markets: Hans R. Stoll, Norwell, MA: Kluwer Academic Publishers, 1993, 154 pp," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 311-313.
    • Handle: RePEc:eee:reveco:v:4:y:1995:i:3:p:311-313
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    References listed on IDEAS

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    1. Raj Aggarwal & Ramesh P. Rao & Takato Hiraki, 1989. "Skewness And Kurtosis In Japanese Equity Returns: Empirical Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(3), pages 253-260, September.
    2. Raj Aggarwal & Edward Gruca, 1993. "Intraday Trading Patterns In The Equity Options Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(4), pages 285-297, December.
    3. Raj Aggarwal & Edward Gruca, 1993. "Intraday Trading Patterns In The Equity Options Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(4), pages 285-297, December.
    4. Raj Aggarwal & Reena Aggarwal, 1993. "Security Return Distributions And Market Structure: Evidence From The Nyse/Amex And The Nasdaq Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(3), pages 209-220, September.
    5. Amihud, Yakov & Mendelson, Haim, 1987. "Trading Mechanisms and Stock Returns: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 42(3), pages 533-553, July.
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