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EFTA00742476
"An in-depth look at high-frequency trading", Rosenblatt Securities, September 2009. "Equity Thading in the 21st Century", James Angel [Georgetown], Lawrence Harris [USC] and Chester S. Spatt [Carnegie Mellon University]. USC Marshall School of Business, May 2010. "Beware of the VWAP Thap", Quantitative Service
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