A simple model of financial returns and trading volume in a limit order market
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Bibliographic Information
A simple model of financial returns and trading volume in a limit order market
(COE discussion paper series, no. 43)
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University, 2004
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"21世紀COEプログラム「金融市場のミクロ構造と制度設計」, 東京都立大学"--At end
Includes bibliographical references