Order consolidation, price efficiency, and extreme liquidity shocks.

Order consolidation, price efficiency, and extreme liquidity shocks.

Xehetasun bibliografikoak
Argitaratua izan da:Journal of financial and quantitative analysis V.43, 1-4 (2008).
Egile nagusia: Barclay, Michael J.
Formatua: Artikulua
Hizkuntza:English
Gaiak:
Liquidity (Finance)
Order flow (Securities)
Program trading (Securities)
Stock exchanges.
Stock transfer.
Securities trading.