VPIN and the Flash Crash : a rejoinder
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 | Marktmikrostruktur | Finanzkrise | Financial crisis | Wertpapierhandel | Securities trading |
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