Order consolidation, price efficiency, and extreme liquidity shocks.

Podrobná bibliografie
Vydáno v:	Journal of financial and quantitative analysis V.43, 1-4 (2008).
Hlavní autor:	Barclay, Michael J.
Médium:	Článek
Jazyk:	English
Témata:	Liquidity (Finance) Order flow (Securities) Program trading (Securities) Stock exchanges. Stock transfer. Securities trading.