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Order-Flow Filtration and Directional Association with Short-Horizon Returns

Fuente: arXiv

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Bibliographic Details
Main Authors:	Anantha, Aditya Nittur, Jain, Shashi, Maiti, Prithwish
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Computational Finance General Finance Statistical Finance Methodology
Online Access:	Acceder al recurso
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