Flow toxicity of high‐frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market
| Year of publication: |
2019
|
|---|---|
| Authors: | Kang, Jangkoo ; Kwon, Kyungyoon ; Kim, Wooyeon |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 40.2019, 2 (10.10.), p. 164-191
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22062 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012189092