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Tag: stoll

1 item with this tag.

  • Oct 03, 2026

    6.5.4 Spread Decomposition

    • pillar-market-making
    • spread-decomposition-and-roll-model
    • spread-decomposition
    • adverse-selection
    • order-processing
    • glosten-harris
    • huang-stoll
    • stoll

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