THE MARKET THE MICROSTRUCTURE OF THE "FLASH CRASH"': Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading
| Year of publication: |
2011
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| Authors: | Easley, David ; López de Prado, Marcos M ; O'Hara, Maureen |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 37.2011, 2, p. 118-129
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