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When Is Inter-Transaction Time Informative?, Working Paper 2003-04

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Federal Reserve Bank of Chicago. Research Department and Federal Reserve Bank of Chicago. "When Is Inter-Transaction Time Informative?, Working Paper 2003-04" in Working Papers (Federal Reserve Bank of Chicago) (February 27, 2003). https://fraser.stlouisfed.org/content/?item_id=533649&filepath=/files/docs/historical/frbchi/workingpapers/frbchi_workingpaper_2003-04.pdf, accessed on May 26, 2018.

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