Items where Author is "Dias, Gustavo F."

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Dias, Gustavo F., Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378 (2021) Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19 (5). 985 - 1008. ISSN 1479-8409

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