Trader exploitation of order flow information during the LTCM crisis
Year of publication: |
2009
|
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Authors: | Cai, Fang |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 32.2009, 3, p. 261-284
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Subject: | Staatspapier | Government securities | Derivat | Derivative | Asymmetrische Information | Asymmetric information | Anlageverhalten | Behavioural finance | Finanzkrise | Financial crisis | USA | United States |
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