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- 2015
-
Mark
Liquidity : Systematic Liquidity, Commonality, and High-Frequency Trading
2015) p.197-214(
- Chapter in Book/Report/Conference proceeding › Book chapter
- 2011
-
Mark
A Comprehensive Revision of the US Monetary Services (Divisia) Indexes
(
- Contribution to journal › Article
- 2008
-
Mark
Mean-variance versus full-scale optimization: Broad evidence for the UK
(
- Contribution to journal › Article