Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock
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Keywordsintertrade durations; ACD model; ACM model; market microstructure;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C59 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Other
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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