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The Impact of Economic News on Information and Liquidity in Electronic Futures Trading

Andreas Storkenmaier, Ryan Riordan, Christof Weinhardt, Rudi Studer. The Impact of Economic News on Information and Liquidity in Electronic Futures Trading. In Thomas Dreier, Jan Krämer, Rudi Studer, Christof Weinhardt, editors, Information Management and Market Engineering Vol. II. Volume 12 of Studies on eOrganisation and Market Engineering, pages 37-54, KIT Scientific Publishing, 2011.

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