VPIN and the Flash Crash : a rejoinder
David Easley, Marcos López de Prado, Maureen O'Hara
| Year of publication: |
2014
|
|---|---|
| Authors: | Easley, David ; López de Prado, Marcos M. ; O'Hara, Maureen |
| Other Persons: | Andersen, Torben (reviewed) |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 17.2014, p. 47-52
|
| Subject: | Flash crash | Liquidity | Flow toxicity | Market microstructure | Probability of informed trading | VPIN | Wertpapierhandel | Securities trading | Liquidität | Handelsvolumen der Börse | Trading volume | Elektronisches Handelssystem | Electronic trading | USA | United States | 2008-2001 |
| 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/10010436247