Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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