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A non-normal framework for price discovery
the Independent Component based Information Shares measure -
Advertising arbitrage
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Advertising arbitrage
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De jure benchmark bonds
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Fed communication, news, Twitter, and echo chambers
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High-frequency cross-market trading
model free measurement and applications -
Links between government bond and futures markets: dealer-client relationships and price discovery in the UK
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Price and quantity discovery without commitment
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Price discovery measures in agricultural economics
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Tiered information disclosure
an empirical analysis of the advance peek into the Michigan Index of Consumer Sentiment -
Words speak as loudly as actions
Central Bank communication and the response of equity prices to macroeconomic announcements