We would like to thank the guest editor (Michael Goldstein) as well as the referee for comments that helped to improve the paper.
Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms
Version of Record online: 7 APR 2014
© 2014 The Eastern Finance Association
Special Issue: Computerized and High-Frequency Trading
Volume 49, Issue 2, pages 421–433, May 2014
How to Cite
Davis, R. L., Van Ness, B. F. and Van Ness, R. A. (2014), Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms. Financial Review, 49: 421–433. doi: 10.1111/fire.12042
- Issue online: 7 APR 2014
- Version of Record online: 7 APR 2014
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