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Khalil Al Dayri

  1. Large tick assets: implicit spread and optimal tick size
    2012/07/26 by Khalil Al Dayri, Dayri, Khalil, Mathieu Rosenbaum +1 · 3 citations
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)