Harris, Sofianos And Shapiro-Program Trading And Intraday Volatility
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Harris, Sofianos And Shapiro-Program Trading And Intraday Volatility

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Program Trading and Intraday Volatility Lawrence Harris University of Southern California George Sofianos James E. Shapiro New York Stock Exchange, Inc. Program trading and intraday changes in the S&P 500 Index are correlated. Future prices and, to a... More

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