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An analysis of trade-size clustering and its relation to stealth trading
Gordon J. Alexander
, Mark A. Peterson
Finance
Research output
:
Contribution to journal
›
Article
›
peer-review
113
Scopus citations
Overview
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Keyphrases
Medium Size
100%
Stealth Trading
100%
Trade Size Clustering
100%
Traders
50%
Relative Prices
50%
Price Impact
50%
NASDAQ
50%
Trading Activity
50%
Economics, Econometrics and Finance
Relative Cost
100%