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Bibliographic Details
Main Author:	Nechepurenko, Maksym
Format:	Preprint
Published:	2026
Subjects:	Trading and Market Microstructure Econometrics General Finance 62N05, 91B26, 91G15 J.4; G.3; I.2.6
Online Access:	https://arxiv.org/abs/2605.00459
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https://arxiv.org/abs/2605.00459