City Research Online

Items where Author is "Penalva, J."

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Cartea, A., Payne, R., Penalva, J. & Tapia, M. (2018). Ultra-Fast Activity and Intraday Market Quality. Journal of Banking and Finance, 99, pp. 157-181. doi: 10.1016/j.jbankfin.2018.12.003

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