Barclay, M. J. Order consolidation, price efficiency, and extreme liquidity shocks. Journal of financial and quantitative analysis.
Chicago Style (17th ed.) CitationBarclay, Michael J. "Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks." Journal of Financial and Quantitative Analysis .
MLA (9th ed.) CitationBarclay, Michael J. "Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks." Journal of Financial and Quantitative Analysis, .
Warning: These citations may not always be 100% accurate.