Order consolidation, price efficiency, and extreme liquidity shocks.

Order consolidation, price efficiency, and extreme liquidity shocks.

Bibliografske podrobnosti
izdano v:Journal of financial and quantitative analysis V.43, 1-4 (2008).
Glavni avtor: Barclay, Michael J.
Format: Article
Jezik:English
Teme:
Liquidity (Finance)
Order flow (Securities)
Program trading (Securities)
Stock exchanges.
Stock transfer.
Securities trading.