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Price discovery in tick time
B Frijns
, P Schotman
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Computer Science
Information Content
100%
Share Information
100%
Economics, Econometrics and Finance
Asymmetric Information
100%
Earth and Planetary Sciences
Asymmetric Information
100%
Keyphrases
Asymmetric Noise
25%
Calendar Time
25%
Finance Journals
25%
Wholesale Market
25%