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✦   LIBER   ✦

The future of serials librarianship revisited

✍ Scribed by Lois N. Upham

Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
551 KB
Volume
17
Category
Article
ISSN
0098-7913

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## Abstract The serial correlation of high‐frequency intraday returns on the Italian stock index futures (FIB30) in the period 2000–2002 is studied. It is found that intraday autocorrelation is mostly negative for time scales lower than 20 minutes, mainly due to the bid–ask bounce effect. Although

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