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  3. Does Order Flow Fragmentation Impact Market Quality? The Case of Nasdaq SuperMontage

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Working paper

Does Order Flow Fragmentation Impact Market Quality? The Case of Nasdaq SuperMontage

Kheira Benhami, and Christophe Bisière

n. 470, July 2005

 

Reference

Kheira Benhami, and Christophe Bisière, “Does Order Flow Fragmentation Impact Market Quality? The Case of Nasdaq SuperMontage”, IDEI Working Paper, n. 470, July 2005.

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