Order consolidation, price efficiency, and extreme liquidity shocks.

Detalles Bibliográficos
Publicado en:	Journal of financial and quantitative analysis V.43, 1-4 (2008).
Autor principal:	Barclay, Michael J.
Formato:	Artículo
Lenguaje:	English
Materias:	Liquidity (Finance) Order flow (Securities) Program trading (Securities) Stock exchanges. Stock transfer. Securities trading.