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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
The New Palgrave Dictionary of Economics
100
The journal of finance : the journal of the American Finance 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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The volume clock : insights into the high frequency paradigm
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
The journal of portfolio management : a publication of …
39
(
2012
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10009670646
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2
The microstructure of the "flash crash" : flow toxicity, liquidity crashes, and the probability of informed trading
Easley, David
;
Prado, Marcos M. López de
;
O'Hara, Maureen
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 118-128
Persistent link: https://www.econbiz.de/10009273900
Saved in:
3
THE MARKET THE MICROSTRUCTURE OF THE "FLASH CRASH"': Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading
Easley, David
;
López de Prado, Marcos M
;
O'Hara, Maureen
- In:
The journal of portfolio management : a publication of …
37
(
2011
)
2
,
pp. 118-129
Persistent link: https://www.econbiz.de/10008843001
Saved in:
4
THE MARKET - THE VOLUME CLOCK: Insights into the High-Frequency Paradigm
Easley, David
;
López De Prado, Marcos M
;
O'Hara, Maureen
- In:
The journal of portfolio management : a publication of …
39
(
2012
)
1
,
pp. 19-30
Persistent link: https://www.econbiz.de/10010042932
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