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Replication Package for "High-frequency Trading in the Stock Market and the Costs of Option Market Making"

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https://data.mendeley.com/datasets/t6cs4m68df
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资源简介:
This zip file contains the replication package for "High-frequency Trading in the Stock Market and the Costs of Option Market Making" by Mahendrarajah Nimalendran, Khaladdin Rzayev, and Satchit Sagade.
创建时间:
2024-06-20
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