Flow toxicity and liquidity in a high-frequency world
David Easley; Marcos M. López de Prado; Maureen O'Hara
| Year of publication: |
2012
|
|---|---|
| Authors: | Easley, David ; López de Prado, Marcos M. ; O'Hara, Maureen |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 5, p. 1457-1493
|
| Subject: | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume | Elektronisches Handelssystem | Electronic trading | USA | United States | 2008-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009536413