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Journal of financial markets
The journal of portfolio management : a publication of Institutional Investor
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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
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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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