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Board of Governors of the Federal Reserve System (US)
Finance and Economics Discussion Series
A primer on program trading and stock price volatility: a survey of the issues and the evidence
Gregory R. Duffee
Paul H. Kupiec
Patricia A. White
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Gregory R. Duffee & Paul H. Kupiec & Patricia A. White, A primer on program trading and stock price volatility: a survey of the issues and the evidence, Board of Governors of the Federal Reserve System (US), Finance and Economics Discussion Series 109, 1990.
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Keywords: Stock - Prices
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