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1
What is the Optimal Trading Frequency in Financial Markets? by Du, Songzi, Zhu, Haoxiang
Published 2019
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2
Bilateral trading in divisible double auctions by Du, Songzi, Zhu, Haoxiang
Published 2019
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3
Extremal quantities and value-at-risk by Chernozhukov, Victor, Du, Songzi
Published 2011
Working Paper