The flash crash : trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders
Year of publication: |
2014
|
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Authors: | McInish, Thomas H. ; Upson, James ; Wood, Robert A. |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 49.2014, 3, p. 481-509
|
Subject: | flash crash | intermarket sweep orders | market quality | regulation NMS | Finanzkrise | Financial crisis | Wertpapierhandel | Securities trading |
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