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Giancarlo Corsetti - "Fast Trading and the Virtue of Entropy"

last modified Aug 05, 2019 08:53 AM

Professor Giancarlo Corsetti has just published a paper in the European Central Bank's (ECB) Working Paper Series.

The paper "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market" is joint with Romain Lafarguette and Arnaud Mehl.