Order consolidation, price efficiency, and extreme liquidity shocks.

Manylion Llyfryddiaeth
Cyhoeddwyd yn:	Journal of financial and quantitative analysis V.43, 1-4 (2008).
Prif Awdur:	Barclay, Michael J.
Fformat:	Erthygl
Iaith:	English
Pynciau:	Liquidity (Finance) Order flow (Securities) Program trading (Securities) Stock exchanges. Stock transfer. Securities trading.