The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs' liquidity provisions

Bonnie F. Van Ness, Robert A. Van Ness, Serhat Yildiz

Year of publication:	October 2017
Authors:	Van Ness, Bonnie F. ; Van Ness, Robert A. ; Yildiz, Serhat
Published in:	Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 41.2017, 4, p. 739-762
Subject:	HFT \| VPIN \| Nasdaq \| Börsenkurs \| Share price \| Wertpapierhandel \| Securities trading \| Liquidität \| Liquidity \| Volatilität \| Volatility \| Theorie \| Theory

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