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Market Microstructure Invariance: A Dynamic Equilibrium Model

Seminars
(joint with BAFFI)
27 March 2019
12:30pm - 1:45pm
Meeting Room 2.e4.sr03 - Via Roentgen, 1

Albert S. Kyle, University of  Maryland

link to paper

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Department of Finance

Department Head: Stefano Rossi



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