"Interviewing – a final contribution." International Journal of Social Research Methodology, 24(3), pp. 397–398

In the era of high frequency trading and pervasiveness irregularly spaced trading, we control for time element in Modified Weighted Price Contribution (MWPC) model by Jahanshahloo Spokeviciute (2018). We empirically show that our new modification controls reaction (Speed) market participants to arrival information.

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