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Colla, Paolo and Mele, Antonio (2010) Information linkages and correlated trading. Review of Financial Studies, 23 (1). pp. 203-246. ISSN 0893-9454
Colla, Paolo and Mele, Antonio (2008) Information linkages and correlated trading. Financial Markets Group Discussion Papers (620). Financial Markets Group, The London School of Economics and Political Science, London, UK.