Flow toxicity and liquidity in a high-frequency world
Year of publication: |
2012
|
---|---|
Authors: | Easley, David ; López de Prado, Marcos M. ; O'Hara, Maureen |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 5, p. 1457-1493
|
Subject: | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Handelsvolumen der Börse | Trading volume | Elektronisches Handelssystem | Electronic trading | USA | United States | 2008-2001 |
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