Flow Toxicity and Liquidity in a High-frequency World
| 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 10436662. - Vol. 25.2012, 5 (14.4.), p. 1457-1457
|