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~isPartOf:"Journal of financial markets"
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Flash crash
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Market microstructure
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Marktmikrostruktur
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Securities trading
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VPIN
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Wertpapierhandel
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PIN
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Andersen, Torben
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Easley, David
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O'Hara, Maureen
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Bondarenko, Oleg
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López de Prado, Marcos M.
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Prado, Marcos M. López de
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Journal of financial markets
NBER Working Paper
25
NBER working paper series
25
Journal of econometrics
23
Working paper / National Bureau of Economic Research, Inc.
22
NBER Working Papers
20
CREATES research paper
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CREATES Research Papers
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Working paper / National Bureau of Economic Research, Inc
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CFS Working Paper Series
13
The journal of finance : the journal of the American Finance Association
11
CFS working paper series
8
Journal of Business & Economic Statistics
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Econometric theory
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Journal of Econometrics
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PIER Working Paper Archive
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Working papers / Financial Institutions Center
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CFS Working Paper
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CREATES Research Paper
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Center for Financial Institutions Working Papers
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Journal of Finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International economic review
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The American economic review
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Econometric Theory
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Financial Institutions Center
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Journal of financial economics
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New York University, Leonard N. Stern School Finance Department Working Paper Seires
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Working Paper Series / Federal Reserve Bank of Chicago
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Working papers / Federal Reserve Bank of Chicago
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American Economic Review
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CIRANO Working Papers
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Econometrica
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FRB International Finance Discussion Paper
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Financial markets and asset pricing
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Foreign exchange markets
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Global COE Hi-Stat Discussion Paper Series
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Global COE Hi-Stat discussion paper series
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ECONIS (ZBW)
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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
Saved in:
2
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
3
VPIN and the Flash Crash : a rejoinder
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 47-52
Persistent link: https://www.econbiz.de/10010436247
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