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person:"Faff, Robert W."
~person:"O'Hara, Maureen"
~subject:"Electronic trading"
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Faff, Robert W.
O'Hara, Maureen
Van Ness, Robert A.
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Journal of financial markets
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Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
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Flow toxicity and liquidity in a high-frequency world
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1457-1493
Persistent link: https://www.econbiz.de/10009536413
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