Order consolidation, price efficiency, and extreme liquidity shocks.

Détails bibliographiques
Publié dans:	Journal of financial and quantitative analysis V.43, 1-4 (2008).
Auteur principal:	Barclay, Michael J.
Format:	Article
Langue:	English
Sujets:	Liquidity (Finance) Order flow (Securities) Program trading (Securities) Stock exchanges. Stock transfer. Securities trading.