Flow Toxicity and Liquidity in a High-frequency World
| Year of publication: |
2013
|
|---|---|
| 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 10436662. - Vol. 25.2013, 5 (8.5.), p. 1457-1456
|