The new coefficient for OL price is a lot bigger than the absolute property value the coefficient to own Financing proportions

The new coefficient for OL price is a lot bigger than the absolute property value the coefficient to own Financing proportions We have fun with VPIN (Volume-Synchronized Probability of Advised Change) (Easley mais aussi al. 2012) and you can Bid-Ask Bequeath (Lee ainsi que al. 1993; Madhavan et al. 1997) due to the fact methods …

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