The flash crash : trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders
Tom McInish; James Upson; Robert A. Wood
| 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 | Wertpapierhandel | Securities trading | Finanzkrise | Financial crisis | Börsenkurs | Share price | Liquidität | Liquidity | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading |
| 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/10010401378