Admati And Pfleiderer-A Theory Of Intraday Patterns - Volume And Price Variability
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Admati And Pfleiderer-A Theory Of Intraday Patterns - Volume And Price Variability

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A Theory of Intraday Patterns: Volume and Price Variability Anat R. Admati Paul Pfleiderer Stanford University This article develops a theory in which concentrated-trading patterns arise endogenously as a result of the strategic behavior of liquidity... More

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