Hidden Order in Trades Predicts the Size of Price Moves

Fuente: arXiv

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Bibliographic Details
Main Author:	Singha, Mainak
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Statistical Finance Applications Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.15720