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Empirical Market Microstructure
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  • 2013Strategic Cross-Trading in the U.S. Stock Market67 cited
  • 2012Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations65 cited
  • 2010Optimal Control of a Mean-Reverting Inventory

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64 cited
  • 2014The timeline of trading frictions in the European carbon market57 cited