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2 Aitken, Michael, Douglas J. Cumming, and Feng Zhan. 2015b. “High Frequency Trading and End-of-Day Price Dislocation.” Journal of Banking and Finance 59:C, 330–349.

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11 Cumming, Douglas J., and Sofia A. Johan. 2019. “Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement Revisited.” Finance Research Letters, forthcoming.

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